An empirical comparison of GARCH option pricing models (Q867119)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical comparison of GARCH option pricing models |
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An empirical comparison of GARCH option pricing models (English)
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14 February 2007
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testing GARCH models
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Heston and Nandi model
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NGARCH option models
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