Загрузка...
European Option Based on Least-Squares Method under Non-Extensive Statistical Mechanics
This paper is devoted to the study of the pricing of European options under a non-Gaussian model. This model follows a non-extensive statistical mechanics which can better describe the fractal characteristics of price movement in the financial market. Moreover, we present a simple but precise least-...
Сохранить в:
| Опубликовано в: : | Entropy (Basel) |
|---|---|
| Главные авторы: | , |
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
MDPI
2019
|
| Предметы: | |
| Online-ссылка: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7514264/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21100933 |
| Метки: |
Добавить метку
Нет меток, Требуется 1-ая метка записи!
|