Pages that link to "Item:Q3574718"
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The following pages link to Option Valuation with Normal Mixture GARCH Models (Q3574718):
Displaying 8 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)