Alternative asset-price dynamics and volatility smile (Q4647257)
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scientific article; zbMATH DE number 7001590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative asset-price dynamics and volatility smile |
scientific article; zbMATH DE number 7001590 |
Statements
Alternative asset-price dynamics and volatility smile (English)
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14 January 2019
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asset-price dynamics
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European options
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log-normal densities
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hyperbolic-sine densities
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