نتایج جستجو برای: option pricing
تعداد نتایج: 101252 فیلتر نتایج به سال:
Journal:
:Journal of Statistical Physics
2011
Journal:
:The Journal of Computational Finance
2004
Journal:
:Mathematical Finance
2005
Journal:
:Finance and Stochastics
2021
Abstract In option pricing, it is customary to first specify a stochastic underlying model and then extract valuation equations from it. However, possible reverse this paradigm: starting an arbitrage-free formula, one could derive family of risk-neutral probabilities corresponding asset process. paper, we start two simple equations, inspired by the log-sum-exponential function $\ell ^{p}$ <mml:...
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