Option pricing in the moderate deviations regime (Q4581294): Difference between revisions

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Latest revision as of 08:57, 16 July 2024

scientific article; zbMATH DE number 6919654
Language Label Description Also known as
English
Option pricing in the moderate deviations regime
scientific article; zbMATH DE number 6919654

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    Option pricing in the moderate deviations regime (English)
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    16 August 2018
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    asymptotics
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    implied volatility
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    moderate deviations
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    option pricing
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