Option pricing for TGARCH-M with ged based on improved EEMD
Tingfeng Jiang and Qiuling Hua
| Year of publication: |
2019
|
|---|---|
| Authors: | Jiang, Tingfeng ; Hua, Qiuling |
| Subject: | Generalized error distribution (GED) | improved ensemble empirical mode decomposition (EEMD) | option pricing | TGARCH-M process | Optionspreistheorie | Option pricing theory | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1561365 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211050