OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2141397
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | OPTION PRICING WITH FEEDBACK EFFECTS |
scientific article; zbMATH DE number 2141397 |
Statements
OPTION PRICING WITH FEEDBACK EFFECTS (English)
0 references
7 March 2005
0 references
Option pricing
0 references
Black-Scholes formula
0 references
feedbacks effects
0 references
volatility smile
0 references
stochastic volatility
0 references
liquidity
0 references
0.9008384
0 references
0.8889257
0 references
0.88867825
0 references
0 references
0.87926954
0 references
0.87694633
0 references
0.87533236
0 references
