Learning for infinitely divisible GARCH models in option pricing (Q2699614)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning for infinitely divisible GARCH models in option pricing |
scientific article |
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Learning for infinitely divisible GARCH models in option pricing (English)
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19 April 2023
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Lévy-GARCH models
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Markov chain Monte Carlo
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option pricing
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particle filtering
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sequential Bayesian learning
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0.8752041
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0.86770576
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0.8672989
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0.86295706
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0.8627428
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0.8596858
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