An empirical model of volatility of returns and option pricing (Q1409097): Difference between revisions

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Revision as of 11:32, 6 June 2024

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An empirical model of volatility of returns and option pricing
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    An empirical model of volatility of returns and option pricing (English)
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    5 October 2003
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    financial market dynamics
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    fluctuation Fokker-Planck formulation
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    exponential asset-price distribution
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