Keywords: options, stock options, Black-Scholes model, CEV model, ARCH model, GARCH model, constant volatility, martingale distributionPublished in RUP: 20.06.2023; Views: 530; Downloads: 9 Full text (1,15 MB)
Keywords: ekstremne porazdelitve, indeksi, ARCH, GARCH, napovedovanjePublished in RUP: 10.07.2015; Views: 2295; Downloads: 18 Link to full text