ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK (Q5358107)
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scientific article; zbMATH DE number 6776195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK |
scientific article; zbMATH DE number 6776195 |
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ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK (English)
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19 September 2017
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vulnerable options
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discrete-time framework
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pricing model
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autoregressive conditional heteroscedasticity process
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