Option pricing with fuzzy-TGARCH volatility clustering (Q6175875)
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scientific article; zbMATH DE number 7716262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing with fuzzy-TGARCH volatility clustering |
scientific article; zbMATH DE number 7716262 |
Statements
24 July 2023
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fuzzy-TGARCH model
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option pricing
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volatility
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0.7843199968338013
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0.7535855174064636
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0.7512940764427185
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0.7326090931892395
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0.7314997911453247
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