Pages that link to "Item:Q2331384"
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The following pages link to American option pricing under GARCH with non-normal innovations (Q2331384):
Displaying 5 items.
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
- American option pricing under GARCH by a Markov chain approximation (Q5941429) (← links)