A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566)
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scientific article; zbMATH DE number 5540555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of nonlinear stochastic volatility models and its implications for pricing currency options |
scientific article; zbMATH DE number 5540555 |
Statements
A class of nonlinear stochastic volatility models and its implications for pricing currency options (English)
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6 April 2009
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Box-Cox transformation
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GARCH
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MCMC
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volatility
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option pricing
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