Generalized Black-Scholes Model under Garch Volatility with Conditional value-at-risk Calculation in Derivative Pricing
H Nasrollahi, MR Haddadi… - Financial Management …, 2023 - jfm.alzahra.ac.ir
Financial markets play an essential role in the economic development of any country,
therefore, a detailed examination of these markets from various aspects is necessary. Being …
therefore, a detailed examination of these markets from various aspects is necessary. Being …