Option prices under generalized pricing kernels (Q812143)
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scientific article; zbMATH DE number 5000223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option prices under generalized pricing kernels |
scientific article; zbMATH DE number 5000223 |
Statements
Option prices under generalized pricing kernels (English)
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23 January 2006
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pricing kernel
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option pricing
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partial differential equation
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finite differences
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implied volatility
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