A general closed form option pricing formula (Q2418424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general closed form option pricing formula |
scientific article |
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A general closed form option pricing formula (English)
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3 June 2019
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European options
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expansion based approximation of risk-neutral density
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Gauss-Hermite series expansion
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calibration
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