Pages that link to "Item:Q741895"
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The following pages link to American option pricing under GARCH diffusion model: an empirical study (Q741895):
Displaying 5 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
- Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)