Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395)
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scientific article; zbMATH DE number 6321853
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing under a normal mixture distribution derived from the Markov tree model |
scientific article; zbMATH DE number 6321853 |
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Option pricing under a normal mixture distribution derived from the Markov tree model (English)
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27 July 2014
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finance
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options pricing
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asymptotic analysis
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mixture models
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empirical testing
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0.8370391130447388
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0.764504611492157
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0.7295255661010742
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0.7272945642471313
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0.7270961403846741
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