Option pricing: the reduced-form SDE model (Q5072126)
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scientific article; zbMATH DE number 7513898
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| English | Option pricing: the reduced-form SDE model |
scientific article; zbMATH DE number 7513898 |
Statements
Option pricing: the reduced-form SDE model (English)
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25 April 2022
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reduced-form SDE model
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Lie algebras
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symmetries
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illiquid markets
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0.89888966
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0.89579976
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0.8942178
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0.8932895
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0.8922561
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0.8886236
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0.8859904
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