部分期权价格的无套利现实世界模型

IF 0.4 4区 经济学 Q4 BUSINESS, FINANCE
H. Fink
{"title":"部分期权价格的无套利现实世界模型","authors":"H. Fink","doi":"10.3905/JOD.2021.1.128","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":40006,"journal":{"name":"Journal of Derivatives","volume":"142 1","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2021-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"An Arbitrage-Free Real-World Model for Fractional Option Prices\",\"authors\":\"H. Fink\",\"doi\":\"10.3905/JOD.2021.1.128\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":40006,\"journal\":{\"name\":\"Journal of Derivatives\",\"volume\":\"142 1\",\"pages\":\"\"},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2021-03-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Derivatives\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.3905/JOD.2021.1.128\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Derivatives","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.3905/JOD.2021.1.128","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 1

摘要

本文章由计算机程序翻译,如有差异,请以英文原文为准。
An Arbitrage-Free Real-World Model for Fractional Option Prices
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of Derivatives
Journal of Derivatives Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
1.30
自引率
14.30%
发文量
35
期刊介绍: The Journal of Derivatives (JOD) is the leading analytical journal on derivatives, providing detailed analyses of theoretical models and how they are used in practice. JOD gives you results-oriented analysis and provides full treatment of mathematical and statistical information on derivatives products and techniques. JOD includes articles about: •The latest valuation and hedging models for derivative instruments and securities •New tools and models for financial risk management •How to apply academic derivatives theory and research to real-world problems •Illustration and rigorous analysis of key innovations in derivative securities and derivative markets
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信