Empirical option pricing: A retrospection (Q1398987): Difference between revisions

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Latest revision as of 18:07, 5 June 2024

scientific article
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English
Empirical option pricing: A retrospection
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    Empirical option pricing: A retrospection (English)
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    7 August 2003
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    Option pricing
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    Derivatives
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    Risk-neutral distributions
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    Time series analysis
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    Affine models
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