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Precificação de Opções com Volatilidade Estocástica Option ..:
MARTIN, Diógenes Manoel Leiva
http://200.169.97.104/seer/index.php/RBGN/article/view/15/14. , 2004
Link:
https://doaj.org/article/299d986a5e26442d8c86ac561468e..
RT Journal T1
Precificação de Opções com Volatilidade Estocástica Option pricing with stochastic volatility Precificación de Opciones con Volatilidad Estocástica
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:299d986a5e26442d8c86ac561468e5c5&Exemplar=1&LAN=DE A1 MARTIN, Diógenes Manoel Leiva PB Fundação Escola de Comércio Álvares Penteado YR 2004 K1 Modelo de Black-Scholes-Merton K1 Opção de preço K1 Volatilidade estocástica K1 Processo estocástico K1 Processo ARCH K1 Equilíbrio geral Black-Scholes-Merton model K1 Option pricing K1 Stochastic volatility K1 Call pricing K1 ARCH process K1 Stochastic process K1 General equilibrium Modelo de Black-Scholes-Merton K1 Opción de precio K1 Volatilidad estocástica K1 Proceso estocástico K1 Proceso ARCH K1 Equilibrio general K1 Commerce K1 HF1-6182 K1 Business K1 HF5001-6182 JF http://200.169.97.104/seer/index.php/RBGN/article/view/15/14 LK http://dx.doi.org/https://doaj.org/article/299d986a5e26442d8c86ac561468e5c5 DO https://doaj.org/article/299d986a5e26442d8c86ac561468e5c5 SF ELIB - SuUB Bremen
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