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Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm - MaRDI portal

Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm (Q3521769)

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Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm
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    title
    Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm (English)
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    publication date
    26 August 2008
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    Identifiers

    zbMATH DE Number
    5316032
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    OpenAlex ID
    W1600270429
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