Produkt mají v nabídce:
Time Series Approach to Option Pricing - Chorro, Christophe a Guegan, Dominique a Ielpo, Florian
The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
