An Option Pricing Model Using High Frequency Data
نویسندگان
چکیده
منابع مشابه
Option Pricing in HJM Model using an Asymptotic Expansion Method
* This is the English version of the paper titled "Option Pricing in HJM Model using an Asymptotic Expansion Method" published in December 2004. This paper represents the personal views of the authors and is NOT the official view of the Financial Services Agency or the Financial Research and Training Center. † In preparing this paper, valuable advice was provided by Mr. Yoshihiko Uchida (Instit...
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ژورنال
عنوان ژورنال: Procedia Computer Science
سال: 2016
ISSN: 1877-0509
DOI: 10.1016/j.procs.2016.07.035