An empirical model of volatility of returns and option pricing (Q1409097): Difference between revisions
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Revision as of 04:15, 5 March 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)
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5 October 2003
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financial market dynamics
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fluctuation Fokker-Planck formulation
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exponential asset-price distribution
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