Arbitrage-free option prices on global markets (Q1037009)
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scientific article; zbMATH DE number 5632978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free option prices on global markets |
scientific article; zbMATH DE number 5632978 |
Statements
Arbitrage-free option prices on global markets (English)
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13 November 2009
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option pricing
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stochastic volatility
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local volatility
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ATM
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ITM
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OTM
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