OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573)
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scientific article; zbMATH DE number 2141397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING WITH FEEDBACK EFFECTS |
scientific article; zbMATH DE number 2141397 |
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OPTION PRICING WITH FEEDBACK EFFECTS (English)
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7 March 2005
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Option pricing
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Black-Scholes formula
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feedbacks effects
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volatility smile
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stochastic volatility
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liquidity
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