Autoregressive trending risk function and exhaustion in random asset price movement (Q3103201)
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scientific article; zbMATH DE number 5981247
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| English | Autoregressive trending risk function and exhaustion in random asset price movement |
scientific article; zbMATH DE number 5981247 |
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Autoregressive trending risk function and exhaustion in random asset price movement (English)
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26 November 2011
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option pricing
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asset price movement
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exhaustion points
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0.6619254946708679
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0.6611703038215637
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0.6594312787055969
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0.6557749509811401
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