Financial derivative valuation -- A dynamic semiparametric approach (Q5325812)
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scientific article; zbMATH DE number 5586346
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| English | Financial derivative valuation -- A dynamic semiparametric approach |
scientific article; zbMATH DE number 5586346 |
Statements
24 July 2009
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American option
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Black-Scholes model
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convertible bond
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copula
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European option
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jump-diffusion model
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multi-dimensional option pricing
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NGARCH model
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0.7704946398735046
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0.7481002807617188
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0.7357227206230164
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0.7318933010101318
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