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بایگانی‌ها Historical Option Pricing pdf - مرجع آموزش بازار بورس و فارکس

Back To Basics – Historical Option Pricing Revisited

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 […]

تاریخ : فوریه 11th, 2013