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American Option Valuation: Implied Calibration of GARCH Pricing Models

机译：美国期权估值：GaRCH定价模型的隐含标定

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Michael Weber; Marcel Prokopczuk;
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年度 2010
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1. American Option Valuation: Implied Calibration Of Garch Pricing Models [J] . MICHAEL WEBER, MARCEL PROKOPCZUK Journal of futures markets . 2011,第10期

机译：美式期权评估：Garch定价模型的隐含校准
2. Option-implied filtering: evidence from the GARCH option pricing model [J] . Bingxin Li Review of quantitative finance and accounting . 2020,第3期

机译：选项隐含的过滤：来自GARCH选项定价模型的证据
3. Options valuation and calibration for leveraged exchange-traded funds with Heston-Nandi and inverse Gaussian GARCH models [J] . Hongkai Cao, Rupak Chatterjee, Zhenyu Cui International Journal of Financial Engineering . 2019,第3期

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
4. Generalized ant programming in option pricing: determining implied volatilities based on American put options [C] . Keber, C., Schuster, . 2003

机译：期权定价中的广义蚂蚁编程：基于美国看跌期权确定隐含波动率
5. Essays on option valuation: A quasi-parametric method for pricing options and testing the parametric option pricing models. [D] . Li, Xia. 2001

机译：关于期权评估的文章：一种用于定价期权和测试参数期权定价模型的准参数方法。
6. Food Price Volatility and Asymmetries in Rural Areas of South Mediterranean Countries: A Copula-Based GARCH Model [O] . Fabian Capitanio, Giorgia Rivieccio, Felice Adinolfi 2020

机译：南地中海农村的食品价格波动和不对称：基于Copula的GARCH模型
7. A GARCH model of the implied volatility of the Swiss Market Index from options prices [O] . Linton Oliver, Sabbatini Michael 2004

机译：期权价格对瑞士市场指数隐含波动率的GARCH模型

American Option Valuation: Implied Calibration of GARCH Pricing Models

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