Martingale option pricing
Year of publication: |
2007-01-08
|
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Authors: | McCauley, Joseph L. ; Gunaratne, Gemunu H. ; Bassler, Kevin E. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Markov process | option pricing | Black-Scholes | Martingales | fat tails |
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