Garch option pricing modelAntonac, Mateo (Avtor) Perman, Mihael (Mentor) Pezdir, Rado (Komentor) optionsstock optionsBlack-Scholes modelCEV modelARCH modelGARCH modelconstant volatilitymartingale distribution[M. Antonac]20222023-06-20 09:55:35Magistrsko delo/naloga19381UDK: 51-7:33(043.2)COBISS.SI-ID: 156188931sl