Option pricing with orthogonal polynomial expansions

被引：0

作者：

Swissquote Bank, Gland ^{[1
]}

1196, Switzerland

不详 ^{[2
]}

1015, Switzerland

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来源：

arXiv |

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暂无

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摘要：

Diffusion model - Greek - Option price - Options pricing - Orthogonal polynomial - Parameter sensitivities - Polynomial diffusion model - Polynomials expansion - Series representations - Stochastic volatility

引用

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