A General Closed Form Option Pricing Formula
Copyright policy )A General Closed Form Option Pricing Formula
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- ETH Zurich Switzerland
- Swiss Finance Institute Switzerland
- Bucharest University of Economic Studies Romania
- Swiss Finance Institute
- University of Zurich Switzerland
Derivative securities (option pricing, hedging, etc.), 2003 Finance, expansion based approximation of risk-neutral density, 10003 Department of Finance, Dirichlet series, exponential series and other series in one complex variable, 2001 Economics, Econometrics and Finance (miscellaneous), European options, Gauss-Hermite series expansion, calibration, 330 Economics
Derivative securities (option pricing, hedging, etc.), 2003 Finance, expansion based approximation of risk-neutral density, 10003 Department of Finance, Dirichlet series, exponential series and other series in one complex variable, 2001 Economics, Econometrics and Finance (miscellaneous), European options, Gauss-Hermite series expansion, calibration, 330 Economics
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