On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile

DOI10.1155/JAM.2005.235zbMath1128.91025OpenAlexW1968546292MaRDI QIDQ2494976

Martin Jandačka, Daniel Ševčovič

Publication date: 30 June 2006

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53680

Mathematics Subject Classification ID

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