Empirical option pricing: A retrospection (Q1398987)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical option pricing: A retrospection |
scientific article |
Statements
Empirical option pricing: A retrospection (English)
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7 August 2003
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Option pricing
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Derivatives
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Risk-neutral distributions
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Time series analysis
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Affine models
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