Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm (Q3521769)
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scientific article; zbMATH DE number 5316032
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| English | Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm |
scientific article; zbMATH DE number 5316032 |
Statements
Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm (English)
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26 August 2008
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0.7064936757087708
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0.6991959810256958
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0.6821635961532593
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0.668380856513977
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