scientific article; zbMATH DE number 7673130

DOI10.12941/jksiam.2022.26.343MaRDI QIDQ5886729

Hanbyeol Jang, Hyundong Kim, Junseok Kim, Unnamed Author

Publication date: 6 April 2023

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulationequity-linked securitiesmobile platform

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Cites Work

• Forecasting Sales by Exponentially Weighted Moving Averages
• Generalized autoregressive conditional heteroscedasticity
• LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach
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