Option pricing in the moderate deviations regime (Q4581294): Difference between revisions
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Revision as of 18:32, 19 April 2024
scientific article; zbMATH DE number 6919654
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English | Option pricing in the moderate deviations regime |
scientific article; zbMATH DE number 6919654 |
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Option pricing in the moderate deviations regime (English)
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16 August 2018
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asymptotics
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implied volatility
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moderate deviations
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option pricing
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