On pricing options with stressed-beta in a reduced form model (Q2353840): Difference between revisions
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Revision as of 11:53, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing options with stressed-beta in a reduced form model |
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On pricing options with stressed-beta in a reduced form model (English)
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9 July 2015
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two-state beta
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option pricing
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European options
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American options
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quadratures
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calibration
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