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Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 299-304

Finite arbitrage times and the volatility smile?

(1) Otto, Matthias a

a SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ (France)

Author keywords

Brownian motion; Business; Economics; Option pricing; Stochastic processes

Indexed keywords

COMPETITIVE INTELLIGENCE; CURVE FITTING; ECONOMIC AND SOCIAL EFFECTS; FINITE DIFFERENCE METHOD; INTERNATIONAL TRADE; MARKETING; STATISTICAL MECHANICS; STOCHASTIC PROGRAMMING;

PRICING THEORY;

FINANCE;

EID: 0035471442 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00309-0 Document Type: Conference Paper

Times cited : (4)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.