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Keyword [GJR-GARCH(1,1)]
Result: 1 - 3 | Page: 1 of 1
1.
Empirical Study On American Futures Option Based On The Least Squares Monte Carlo Simulation
2.
Pricing And Hedging Of VIX Options Under The GARCH Models
3.
Research On The Dependence Structure Of Stocks In The Industry Based On Vine Copula
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