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GARCH
Option pricing theory
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Mozumder, Sharif
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Dempsey, Michael
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Kabir, Humayun
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Kabir, M. Humayun
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Li, Bingxin
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Talukdar, Bakhtear
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Applied economics
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
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