<--- Back to Details
First PageDocument Content
Mathematical analysis / Edgeworth series / Normal distribution / Cumulant / Autoregressive conditional heteroskedasticity / Moment-generating function / Stochastic volatility / Skewness / Characteristic function / Statistics / Probability theory / Mathematical finance
Date: 2011-11-29 06:50:38
Mathematical analysis
Edgeworth series
Normal distribution
Cumulant
Autoregressive conditional heteroskedasticity
Moment-generating function
Stochastic volatility
Skewness
Characteristic function
Statistics
Probability theory
Mathematical finance

Fast Analytic Option Valuation with GARCH

Add to Reading List

Source URL: www.fernuni-hagen.de

Download Document from Source Website

File Size: 838,06 KB

Share Document on Facebook

Similar Documents

Aquis Exchange Monthly Statistics Feb-2017 € 13,938,544,778 1,068,768,383 Value Traded

DocID: 1xVY0 - View Document

FTSE 100 Index

Aquis Exchange Monthly Statistics Feb-2016 € 5,995,146,,183,444 Nestle SA

DocID: 1xVWK - View Document

Aquis Exchange Monthly Statistics Feb-2018 € 17,012,038,916 1,321,056,240 Nestle SA

DocID: 1xVRB - View Document

Aquis Exchange Monthly Statistics May-2016 € 6,758,607,,245,455 Novartis AG

DocID: 1xVO3 - View Document

Novartis / Health / Biotechnology

Aquis Exchange Monthly Statistics Month: Value traded (EUR): Volume (no. of shares): Jun-2017

DocID: 1xVNh - View Document