Empirical martingale simulation for asset prices (Q2784025)
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scientific article; zbMATH DE number 1731057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical martingale simulation for asset prices |
scientific article; zbMATH DE number 1731057 |
Statements
1998
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martingale
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option pricing
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Monte Carlo simulation
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GARCH
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Asian options
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Empirical martingale simulation for asset prices (English)
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