Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Option Valuation with Normal Mixture GARCH Models - MaRDI portal

Option Valuation with Normal Mixture GARCH Models (Q3574718)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Option Valuation with Normal Mixture GARCH Models
scientific article

    Statements

    title
    Option Valuation with Normal Mixture GARCH Models (English)
    0 references
    author
    Reg J. Kulperger
    0 references
    Emese Lazar
    0 references
    Alexandru M. Badescu
    0 references
    publication date
    2 July 2010
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    62M10
    0 references
    91G70
    0 references
    62P05
    0 references
    zbMATH DE Number
    5729867
    0 references
    OpenAlex ID
    W2008711664
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3574718&oldid=32873376"
    Powered by MediaWiki