Calibration of GARCH models using concurrent accelerated random search (Q905332)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Calibration of GARCH models using concurrent accelerated random search |
scientific article |
Statements
Calibration of GARCH models using concurrent accelerated random search (English)
0 references
19 January 2016
0 references
finance
0 references
GARCH
0 references
option pricing
0 references
accelerated random search
0 references
distributed computing
0 references
0 references
0 references