The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility
نویسندگان
چکیده
1 Dipartimento di Matematica e Informatica, Università di Camerino, Via Madonna delle Carceri 9, 62032 Camerino, Italy 2 CERI-Centro di Ricerca “Previsione, Prevenzione e Controllo dei Rischi Geologici”, Università di Roma “La Sapienza”, Palazzo Doria Pamphilj, Piazza Umberto Pilozzi 9, Valmontone 00038 Roma, Italy 3 Dipartimento di Scienze Sociali “D. Serrani”, Università Politecnica delle Marche, Piazza Martelli 8, 60121 Ancona, Italy 4 Dipartimento di Matematica “G. Castelnuovo”, Università di Roma “La Sapienza”, Piazzale Aldo Moro 2, 00185 Roma, Italy
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تاریخ انتشار 2014