Option pricing under deformed Gaussian distributions (Q1619162)
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scientific article; zbMATH DE number 6977785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under deformed Gaussian distributions |
scientific article; zbMATH DE number 6977785 |
Statements
Option pricing under deformed Gaussian distributions (English)
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13 November 2018
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derivative pricing
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stochastic volatility
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deformed exponential
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fat tails
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Tsallis exponential
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complete markets
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