Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics (Q2888197)
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scientific article; zbMATH DE number 6039685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics |
scientific article; zbMATH DE number 6039685 |
Statements
30 May 2012
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European options
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Monte Carlo simulation
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Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics (English)
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