Option pricing in the moderate deviations regime (Q4581294)
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scientific article; zbMATH DE number 6919654
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in the moderate deviations regime |
scientific article; zbMATH DE number 6919654 |
Statements
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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