The effect of non-ideal market conditions on option pricing (Q1598567)
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: The effect of non-ideal market conditions on option pricing |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.7395829558372498
0 references
0.7356921434402466
0 references
0.7242071628570557
0 references
0.7238597869873047
0 references
