Robust option pricing (Q297417)
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scientific article; zbMATH DE number 6598335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust option pricing |
scientific article; zbMATH DE number 6598335 |
Statements
Robust option pricing (English)
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27 June 2016
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option pricing
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robust optimization
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American option
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volatility smile
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0.831545352935791
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0.8232754468917847
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0.7900356650352478
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0.7847732305526733
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0.7762894034385681
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