Pages that link to "Item:Q1725588"
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The following pages link to Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588):
Displaying 6 items.
- An empirical comparison of GARCH option pricing models (Q867119) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Option Pricing Under GARCH Processes Using PDE Methods (Q3098308) (← links)
- THE GARCH OPTION PRICING MODEL (Q3125789) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)