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Q3461250 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Yintian Wang
    0 references
    Shuosong Chen
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    publication date
    15 January 2016
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    zbMATH Keywords
    security market
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    warrant
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    NGARCH model
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    volatility
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    pricing error
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    Identifiers

    zbMATH DE Number
    6531862
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