The effect of non-ideal market conditions on option pricing (Q1598567)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of non-ideal market conditions on option pricing |
scientific article |
Statements
The effect of non-ideal market conditions on option pricing (English)
0 references
23 May 2002
0 references
geometric Brownian motion
0 references
heavy tails
0 references
colored noise
0 references
