Building a consistent pricing model from observed option prices (Q2725581)
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scientific article; zbMATH DE number 1619440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Building a consistent pricing model from observed option prices |
scientific article; zbMATH DE number 1619440 |
Statements
13 January 2002
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Markov chain
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no-arbitrage
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cross-entropy
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model risk
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Building a consistent pricing model from observed option prices (English)
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