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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elements for a theory of financial risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Risky Options Simply / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5832397 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039736 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Econophysics / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4716197 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3207312 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of stationary distributions using conditional expectations / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 11:32, 6 June 2024

scientific article
Language Label Description Also known as
English
An empirical model of volatility of returns and option pricing
scientific article

    Statements

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