女上瘾
发表于 2025-3-23 13:22:01
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动脉
发表于 2025-3-23 17:43:27
ecurity returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach t
孵卵器
发表于 2025-3-23 19:27:47
Book 2014turns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help sim
他很灵活
发表于 2025-3-24 01:40:01
VaR without Correlations for Portfolios of Derivative Securities,ets without restricting their values over time or computing them explicitly. VaR values for portfolios of derivative securities are obtained without linearizing them. Historical simulation assigns equal probability to past returns, neglecting current market conditions. Our methodology is a refinement of historical simulation.
广大
发表于 2025-3-24 04:31:44
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Conspiracy
发表于 2025-3-24 07:32:30
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frugal
发表于 2025-3-24 14:36:55
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沉着
发表于 2025-3-24 16:20:41
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aquatic
发表于 2025-3-24 20:45:50
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Juvenile
发表于 2025-3-25 03:04:35
A GARCH Option Pricing Model with Filtered Historical Simulation,r different distributions of historical and pricing return dynamics, which enhances the model’s flexibility to fit market option prices. An extensive empirical analysis based on S&P 500 Index options shows that our model outperforms other competing GARCH pricing models and ad hoc Black-Scholes model