Option pricing with realistic ARCH processes (Q2879018)
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scientific article; zbMATH DE number 6340759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with realistic ARCH processes |
scientific article; zbMATH DE number 6340759 |
Statements
Option pricing with realistic ARCH processes (English)
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5 September 2014
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option pricing
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implied volatility
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ARCH process
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Student innovations
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long memory volatility
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SP500 European options
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