The weighted variance minimization for options pricing (Q5443549)
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scientific article; zbMATH DE number 5237787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The weighted variance minimization for options pricing |
scientific article; zbMATH DE number 5237787 |
Statements
The weighted variance minimization for options pricing (English)
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21 February 2008
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variance minimization
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option pricing
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diffusion model
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