Option valuation with co-integrated asset prices (Q951492)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation with co-integrated asset prices |
scientific article |
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Option valuation with co-integrated asset prices (English)
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24 October 2008
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co-integration
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option valuation
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GARCH
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diffusion limit
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spread options
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