Suggested Topics within your search.
Suggested Topics within your search.
European option
Commerce
1
Condition
1
Costs
1
Discrete european option
1
Incomplete markets
1
Investments
1
Objective probabilities
1
Optimization approach
1
Option price
1
Prospect theory
1
Risk aversion
1
Risk neutrals
1
calibration
1
discrete European option
1
fractional Vasicek model
1
numerical methods
1
objective probability
1
pricing
1
regularization
1
risk aversion
1
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