Back to basics: 'The Almighty Father' revisited
نویسندگان
چکیده
منابع مشابه
Back to basics: historical option pricing revisited
We reconsider the problem of option pricing using historical probability distributions. We first discuss how the risk-minimisation scheme proposed recently is an adequate starting point under the realistic assumption that price increments are uncorrelated (but not necessarily independent) and of arbitrary probability density. We discuss in particular how, in the Gaussian limit, the Black-Schole...
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ژورنال
عنوان ژورنال: HTS Teologiese Studies / Theological Studies
سال: 2011
ISSN: 2072-8050,0259-9422
DOI: 10.4102/hts.v67i1.902