An Overview of Asset–Price Models (Q3646963)
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scientific article; zbMATH DE number 5640044
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Overview of Asset–Price Models |
scientific article; zbMATH DE number 5640044 |
Statements
An Overview of Asset–Price Models (English)
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27 November 2009
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Black-Scholes-Merton
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option pricing
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ARCH
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GARCH
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ARMA
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Brownian motion
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Lévy process
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COGARCH
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0.8124943971633911
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0.7867293953895569
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0.7851930260658264
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0.7848409414291382
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