The Derivatives-on-Line Pages

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Maintained by Kyriakos Chourdakis, QM University of London. Comments, etc. are very welcome. You can reach me here.

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MMA: Programming a GARCH-type estimation

Sorry! Not available on the web. You can check the PDF file of the notes here.

next up previous contents
Next: MMA: Pricing options with Up: Modelling: Continuous state space Previous: Other models   Contents
Kyriakos 2003-03-17