AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) (Q5385048)
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scientific article; zbMATH DE number 5269125
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| English | AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) |
scientific article; zbMATH DE number 5269125 |
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AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) (English)
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29 April 2008
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finance
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market-based option pricing
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deterministic volatility
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implied tree
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stochastic volatility
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jump
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model-free
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characteristic function
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fast Fourier transform
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NIKKEI225 option
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0.7846904397010803
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0.7831263542175293
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0.7670747637748718
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