Application of large deviation methods to the pricing of index options in finance. (Q1871480): Difference between revisions
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Revision as of 00:26, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of large deviation methods to the pricing of index options in finance. |
scientific article |
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Application of large deviation methods to the pricing of index options in finance. (English)
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23 September 2003
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correlation matrix
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stock prices
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European index options
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