Option pricing under short-lived arbitrage: theory and tests (Q4555170)
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scientific article; zbMATH DE number 6981282
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | Option pricing under short-lived arbitrage: theory and tests |
scientific article; zbMATH DE number 6981282 |
Statements
Option pricing under short-lived arbitrage: theory and tests (English)
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19 November 2018
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arbitrage
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Ornstein-Uhlenbeck bridge
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option pricing
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stochastic interest rates
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implied parameters
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0.7566806674003601
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0.7561140656471252
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0.7544442415237427
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0.7302700877189636
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0.7233824729919434
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