The effect of non-ideal market conditions on option pricing (Q1598567): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/0112033 / rank | |||
Normal rank | |||
Revision as of 19:48, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of non-ideal market conditions on option pricing |
scientific article |
Statements
The effect of non-ideal market conditions on option pricing (English)
0 references
23 May 2002
0 references
geometric Brownian motion
0 references
heavy tails
0 references
colored noise
0 references
