| Title: | Garch option pricing model : master's thesis |
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| Authors: | ID Antonac, Mateo (Author)
ID Perman, Mihael (Mentor) More about this mentor... 
ID Pezdir, Rado (Comentor) |
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| Files: |  MAG_Antonac_Mateo_2022.pdf (1,15 MB)
MD5: 87AA0BFD5914F8E6632EA38A9658E87D
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| Language: | English |
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| Work type: | Master's thesis/paper |
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| Typology: | 2.09 - Master's Thesis |
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| Organization: | FAMNIT - Faculty of Mathematics, Science and Information Technologies
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| Keywords: | options, stock options, Black-Scholes model, CEV model, ARCH model, GARCH model, constant volatility, martingale distribution |
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| Place of publishing: | Koper |
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| Place of performance: | Koper |
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| Publisher: | [M. Antonac] |
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| Year of publishing: | 2022 |
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| Year of performance: | 2022 |
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| Number of pages: | VIII, 51 str. |
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| PID: | 20.500.12556/RUP-19381 |
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| UDC: | 51-7:33(043.2) |
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| COBISS.SI-ID: | 156188931 |
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| Publication date in RUP: | 20.06.2023 |
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| Views: | 920 |
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| Downloads: | 15 |
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| Metadata: |    |
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