Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices.

Damiano Brigo Fabio Mercurio

Published in: Finance Stochastics (2000)

Keyphrases

option pricing
stock price
stock market
black scholes
dynamical systems
non stationary
stock exchange
financial markets
historical data
dow jones
financial data
markov chain
exchange rate
news articles
tft lcd
black scholes model
financial time series
decision analysis
risk management
expert systems