Comparing two different option pricing methods
Year of publication: |
2020
|
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Authors: | Bondi, Alessandro ; Radojic̆ić, Dragana ; Rheinländer, Thorsten |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 4/108, p. 1-27
|
Subject: | geometric Esscher measure | calibration with entropic penalty term | financial markets | option pricing | Optionspreistheorie | Option pricing theory | Finanzmarkt | Financial market | Derivat | Derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040108 [DOI] hdl:10419/258061 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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