机译:利用Heston-Nandi和高斯逆GARCH模型对杠杆式交易所交易基金进行期权评估和校准
School of Business Stevens Institute of Technology Hoboken NJ 07030 United States;
Department of Physics and Center for Quantum Science and Engineering Stevens Institute of Technology Hoboken NJ 07030 United States;
School of Business and Center for Quantum Science and Engineering Stevens Institute of Technology Hoboken NJ 07030 United States;
GARCH model; LETF options; Heston-Nandi; inverse Gaussian; calibration;
机译:美式期权评估:Garch定价模型的隐含校准
机译:使用GARCH模型和高斯正态分布的美国期权定价
机译:使用多元正态逆高斯模型的购物篮期权闭式估值
机译:基于期权模式的中国风险投资指导基金政策的估值
机译:杠杆交易ETF的路径依赖特性:复利,波动率和期权定价。
机译:基于高斯过程的建模和实验设计用于漂移环境中的传感器校准
机译:美国期权估值:GaRCH定价模型的隐含标定