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Integral Time Counter Simulations of GARCH for Option Pricing

Year: 2024

Type: article

Source: International Journal of Science Engineering and Technology

DOI: 10.61463/ijset.vol.12.issue5.294

Author: Bitakwate Jackila Eliot

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404423507

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