Model-based pricing for financial derivatives (Q2347719)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-based pricing for financial derivatives |
scientific article |
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Model-based pricing for financial derivatives (English)
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8 June 2015
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NGARCH
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EGARCH and GJR models
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non-normal innovation
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option valuation
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risk neutralized measure
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volatility skew
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