Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530)
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scientific article; zbMATH DE number 7470686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition |
scientific article; zbMATH DE number 7470686 |
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Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (English)
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8 February 2022
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option pricing
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GARCH process
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improved EEMD
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stochastic volatility
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