Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395): Difference between revisions
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Revision as of 20:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under a normal mixture distribution derived from the Markov tree model |
scientific article |
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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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