Comparing two different option pricing methods
Year of publication: |
2020
|
---|---|
Authors: | Bondi, Alessandro ; Radojic̆ić, Dragana ; Rheinländer, Thorsten |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 4, p. 1-27
|
Publisher: |
Basel : MDPI |
Subject: | geometric Esscher measure | calibration with entropic penalty term | financial markets | option pricing |
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