Option pricing in the moderate deviations regime
Year of publication: |
2018
|
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Authors: | Friz, Peter K. ; Gerhold, Stefan ; Pinter, Arpad |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 3, p. 962-988
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Subject: | asymptotics | implied volatility | moderate deviations | option pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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