A mean bound financial model and options pricing
Yu Li
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Li, Yu |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 4, p. 1-31
|
| Subject: | Heavy-tailed distribution | power law | Pareto distribution | volatility smile | maximal entropy | options pricing | the greeks | Black-Scholes model | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Black-Scholes-Modell | Entropie | Entropy | Stochastischer Prozess | Stochastic process | Griechenland | Greece | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786317500475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807105