A mean bound financial model and options pricing
Year of publication: |
December 2017
|
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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 | Black-Scholes-Modell | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Entropie | Entropy | Griechenland | Greece | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
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