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OPTION PRICING WITH FEEDBACK EFFECTS - MaRDI portal

OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573)

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scientific article; zbMATH DE number 2141397
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English
OPTION PRICING WITH FEEDBACK EFFECTS
scientific article; zbMATH DE number 2141397

    Statements

    title
    OPTION PRICING WITH FEEDBACK EFFECTS (English)
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    author
    Alexander Lyukov
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    publication date
    7 March 2005
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    zbMATH DE Number
    2141397
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    zbMATH Keywords
    Option pricing
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    Black-Scholes formula
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    feedbacks effects
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    volatility smile
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    stochastic volatility
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    liquidity
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    OpenAlex ID
    W2071053534
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