Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395): Difference between revisions

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Latest revision as of 19:03, 8 July 2024

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Option pricing under a normal mixture distribution derived from the Markov tree model
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    Option pricing under a normal mixture distribution derived from the Markov tree model (English)
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    27 July 2014
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    finance
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    options pricing
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    asymptotic analysis
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    mixture models
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    empirical testing
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