GARCH option pricing models with Meixner innovations (Q1710580)
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scientific article; zbMATH DE number 7005223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH option pricing models with Meixner innovations |
scientific article; zbMATH DE number 7005223 |
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GARCH option pricing models with Meixner innovations (English)
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23 January 2019
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GARCH models
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Meixner distribution
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Esscher transform
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option pricing
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