An empirical model of volatility of returns and option pricing (Q1409097)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An empirical model of volatility of returns and option pricing |
scientific article; zbMATH DE number 1988112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An empirical model of volatility of returns and option pricing |
scientific article; zbMATH DE number 1988112 |
Statements
An empirical model of volatility of returns and option pricing (English)
0 references
5 October 2003
0 references
financial market dynamics
0 references
fluctuation Fokker-Planck formulation
0 references
exponential asset-price distribution
0 references
0.7908337712287903
0 references
0.768354058265686
0 references
0.7648588418960571
0 references
0.7618705630302429
0 references
0.7564291954040527
0 references
