Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530)
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scientific article; zbMATH DE number 7470686
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| default for all languages | No label defined |
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| English | Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition |
scientific article; zbMATH DE number 7470686 |
Statements
Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (English)
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8 February 2022
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option pricing
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GARCH process
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improved EEMD
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stochastic volatility
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0.7469610571861267
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0.7458229064941406
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0.7410324811935425
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0.7406295537948608
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0.7397376894950867
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