Fast Analytic Option Valuation with GARCH

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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

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