Two approaches for option pricing under illiquidity (Q6568627)
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scientific article; zbMATH DE number 7877839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Two approaches for option pricing under illiquidity |
scientific article; zbMATH DE number 7877839 |
Statements
Two approaches for option pricing under illiquidity (English)
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8 July 2024
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subdiffusion models
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subordinator
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hitting time
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trinomial tree model
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0.8091375827789307
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0.7902416586875916
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0.7850911617279053
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0.7843464016914368
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0.7731273770332336
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