Option prices under generalized pricing kernels (Q812143): Difference between revisions
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| Property / DOI: 10.1007/S11147-005-3852-X / rank | |||
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Latest revision as of 03:46, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option prices under generalized pricing kernels |
scientific article |
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Option prices under generalized pricing kernels (English)
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23 January 2006
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pricing kernel
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option pricing
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partial differential equation
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finite differences
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implied volatility
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