Trajectorial asset models with operational assumptions
Year of publication: |
2019
|
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Authors: | Ferrando, Sebastian ; Fleck, Andrew ; Gonzalez, Alfredo ; Rubtsov, Alexey |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 4, p. 661-708
|
Subject: | trajectorial asset models | superhedging | option pricing | operational | Agent Based Models | Agentenbasierte Modellierung | Agent-based modeling | Optionspreistheorie | Option pricing theory | CAPM |
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