Learning for infinitely divisible GARCH models in option pricing

Studies in Nonlinear Dynamics & Econometrics, Vol. 25 N° 3 pp. 35 - 62

Author(s):

Frank J. Fabozzi

EDHEC Business School

Fumin Zhu

College of Economics, Center for Finance & Accounting Research, Shenzhen University

Michele Leonardo Bianchi

Regulation and Macroprudential Analysis Directorate, Bank of Italy,

oung Shin Kim

College of Business, Stony Brook University

Hengyu Wu

Management School, Jinan University, Guangzhou

Studies in Nonlinear Dynamics & Econometrics, Vol. 25 N° 3 pp. 35 - 62

Type:
Date: le 10/08/2020
Research Cluster : Finance
Source : Studies in Nonlinear Dynamics & Econometrics

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