Back to basics: historical option pricing revisited (Q4719404)
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scientific article; zbMATH DE number 1383966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Back to basics: historical option pricing revisited |
scientific article; zbMATH DE number 1383966 |
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Back to basics: historical option pricing revisited (English)
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27 June 2001
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options
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incomplete markets
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volatility smile
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implied kurtosis
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