A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364)
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scientific article; zbMATH DE number 6599053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Modified Empirical Martingale Simulation for Financial Derivative Pricing |
scientific article; zbMATH DE number 6599053 |
Statements
A Modified Empirical Martingale Simulation for Financial Derivative Pricing (English)
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28 June 2016
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empirical martingale simulation
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GARCH
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option pricing
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