European option pricing for GARCH dynamic infinite activity Lévy processes based on parameter learning

WU Heng-yu, ZHU Fu-min, HU Gen-hua, WEN Jin-ming

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (10) : 2465-2482.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (10) : 2465-2482. DOI: 10.12011/1000-6788(2014)10-2465

European option pricing for GARCH dynamic infinite activity Lévy processes based on parameter learning

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(10): 2465-2482 https://doi.org/10.12011/1000-6788(2014)10-2465

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