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- W2090599117 abstract "In the paper, we introduce the new signal processing method HHT into the option price. HHT method is used to simulation and computing the volatility of price. And the result can work with BS-models or H-W model. In practice, the result is very good, especially for the option price in the rising market like China. The paper also gives the results based on the traditional methods including GARCH, EGARCH, GJR and so on. The comparison is obvious and HHT is new good choice. The data is from China stock market up to 10/12/2009." @default.
- W2090599117 created "2016-06-24" @default.
- W2090599117 creator A5063552773 @default.
- W2090599117 date "2010-01-01" @default.
- W2090599117 modified "2023-09-26" @default.
- W2090599117 title "Research about Option’s Risk and Price in China Stock Market Based on Non-Linear HHT Signal Analysis in Matlab" @default.
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- W2090599117 doi "https://doi.org/10.4028/www.scientific.net/amm.20-23.931" @default.
- W2090599117 hasPublicationYear "2010" @default.
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