Improving the Option Pricing Performance of GARCH Models in Inefficient Market
Zlepšenie výkonnosti prístupu založeného na oceňovaní opcií. Vzťah medzi metodikou stanovovania cien opcií a efektívnosťou informačného trhu. Nové modifikované procesy GARCH použité na modelovanie dynamiky výnosov z aktív v rámci oceňovania opcií.
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| Lingua: | inglese |
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