A generalization of option pricing to price-limit markets (Q2211004)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of option pricing to price-limit markets |
scientific article |
Statements
A generalization of option pricing to price-limit markets (English)
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10 November 2020
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daily price limit
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analytic solution
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local times
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backward equation
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characteristic function
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fast Fourier transform
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