Application of large deviation methods to the pricing of index options in finance. (Q1871480)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of large deviation methods to the pricing of index options in finance. |
scientific article |
Statements
Application of large deviation methods to the pricing of index options in finance. (English)
0 references
23 September 2003
0 references
correlation matrix
0 references
stock prices
0 references
European index options
0 references
