Pages that link to "Item:Q1710580"
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The following pages link to GARCH option pricing models with Meixner innovations (Q1710580):
Displaying 6 items.
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- An empirical comparison of GARCH option pricing models (Q867119) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)