Learning for infinitely divisible GARCH models in option pricing

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Publication:2699614

DOI10.1515/snde-2019-0088OpenAlexW3062971405MaRDI QIDQ2699614

Yanyan Li

Publication date: 19 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2019-0088






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