Pricing accelerated simulation theory of generalized autoregressive conditional heteroskedasticity model (Q5196337)
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scientific article; zbMATH DE number 7113156
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| English | Pricing accelerated simulation theory of generalized autoregressive conditional heteroskedasticity model |
scientific article; zbMATH DE number 7113156 |
Statements
2 October 2019
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GARCH
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stochastic volatility
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control variate
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variance derivatives
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0.7856725454330444
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0.7653047442436218
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0.762169599533081
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0.758874237537384
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0.7588408589363098
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