A Modified Black Scholes Merton Model Based on Student’s t-distribution and GARCH model
| Title: | A Modified Black Scholes Merton Model Based on Student’s t-distribution and GARCH model |
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| Authors: | Li, Zifan, Chen, Zirun |
| Source: | 2024 International Conference on Innovation, Knowledge, and Management (ICIKM) ICIKM Innovation, Knowledge, and Management (ICIKM), 2024 International Conference on. :28-33 Jun, 2024 |
| Relation: | 2024 International Conference on Innovation, Knowledge, and Management (ICIKM) |
| Database: | IEEE Xplore Digital Library |
| ISBN: | 9798350389036 |
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| DOI: | 10.1109/ICIKM63301.2024.00013 |
| Published in: | 2024 International Conference on Innovation, Knowledge, and Management (ICIKM), Innovation, Knowledge, and Management (ICIKM), 2024 International Conference on, ICIKM |