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MCMC-GARCH Option Pricing Method
Author: XiangZuo
Tutor: LiuQiang
School: Southwestern University of Finance and Economics
Course: Financial Engineering
Keywords: MCMC GARCH European option Option Pricing
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 99
Quote: 0
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Abstract
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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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