Equilibrium option pricing : a Monte Carlo approach
Year of publication: |
November 2015
|
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Authors: | Buchner, Axel |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 138-145
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Subject: | Option pricing | Monte Carlo simulation | Stochastic volatility | Incomplete markets | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Simulation | Derivat | Derivative |
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