No label defined (Q3589539)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
20 September 2010
0 references
GARCH volatility
0 references
Black-Scholes formula
0 references
GARCH option pricing
0 references
Monte Carlo
0 references