Calibration of GARCH models using concurrent accelerated random search
type: Item
instance of: scholarly article
title: Calibration of GARCH models using concurrent accelerated random search
zbMATH Open document ID: 1329.91152
author: Juliane Müller
author: Juho Kanniainen
author: Robert Piché
published in: Applied Mathematics and Computation
publication date: 2016-01-19T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6532792
zbMATH Keywords: finance
zbMATH Keywords: GARCH
zbMATH Keywords: option pricing
zbMATH Keywords: accelerated random search
zbMATH Keywords: distributed computing
MaRDI profile type: Publication
full work available at URL: j.amc.2013.07.002
OpenAlex ID: W2075800952
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DOI: 10.1016/J.AMC.2013.07.002
description: scientific article; zbMATH DE number 6532792