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2. Garch option pricing model : master's thesisMateo Antonac, 2022, master's thesis Keywords: options, stock options, Black-Scholes model, CEV model, ARCH model, GARCH model, constant volatility, martingale distribution Published in RUP: 20.06.2023; Views: 573; Downloads: 9 Full text (1,15 MB) |
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