Pages that link to "Item:Q4555170"
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The following pages link to Option pricing under short-lived arbitrage: theory and tests (Q4555170):
Displayed 3 items.
- Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities (Q5014179) (← links)
- Bitcoin: jumps, convenience yields, and option prices (Q5051981) (← links)
- An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects (Q5092641) (← links)