Pricing complexity options (Q4586430)

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scientific article; zbMATH DE number 6935931
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English
Pricing complexity options
scientific article; zbMATH DE number 6935931

    Statements

    title
    Pricing complexity options (English)
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    DOI
    10.3233/AF-150050
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    author
    Malihe Alikhani
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    Bjørn Kjos-Hanssen
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    Amirarsalan Pakravan
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    Babak Saadat
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    publication date
    13 September 2018
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    Mathematics Subject Classification ID
    91G20
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    68Q25
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    60G40
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    91G60
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    zbMATH DE Number
    6935931
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    zbMATH Keywords
    automatic complexity
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    Kolmogorov complexity
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    options
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    option pricing
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    arXiv ID
    1505.03587
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