<--- Back to Details
| First Page | Document Content | |
|---|---|---|
 Date: 2011-11-29 06:50:38Mathematical analysis Edgeworth series Normal distribution Cumulant Autoregressive conditional heteroskedasticity Moment-generating function Stochastic volatility Skewness Characteristic function Statistics Probability theory Mathematical finance |
Add to Reading List |
Fast Analytic Option Valuation with GARCH | DELFT UNIVERSITY OF TECHNOLOGY REPORTSaddlepoint Approximations for Expectations X. Huang, and C.W. OosterleeDocID: 1fyrs - View Document |
| GRAM-CHARLIER PROCESSES AND EQUITY-INDEXED ANNUITIES JEAN-PIERRE CHATEAU AND DANIEL DUFRESNE A BSTRACT. A Gram-Charlier distribution has a density that is a polynomial times a normal density. The historical connection beDocID: 146Nb - View Document |
| School of Economics Working Papers ISSN[removed]On Bootstrap Validity for SubsetDocID: ZE87 - View Document |
| Department of Economics Working Paper Series Petrol Price Cycles David P. ByrneDocID: YKJB - View Document |
| Department of Economics Working Paper Series How do Consumers Respond to Gasoline Price Cycles?DocID: Yt67 - View Document |