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|Title:||Option prices and pricing theory: Combining financial mathematics with statistical modeling||Authors:||Chen, L.
Time series modeling
|Issue Date:||Nov-2011||Citation:||Chen, L., Lai, T.L., Lim, T.W. (2011-11). Option prices and pricing theory: Combining financial mathematics with statistical modeling. Wiley Interdisciplinary Reviews: Computational Statistics 3 (6) : 566-576. ScholarBank@NUS Repository. https://doi.org/10.1002/wics.186||Abstract:||After an overview of important developments of option pricing theory, this article describes statistical approaches to modeling the difference between the theoretical and actual prices. An empirical study is given to compare various approaches. WIREs Comp Stat 2011 3 566-576 DOI: 10.1002/wics.186 For further resources related to this article, please visit the WIREs website. Copyright © 2011 John Wiley & Sons, Inc.||Source Title:||Wiley Interdisciplinary Reviews: Computational Statistics||URI:||http://scholarbank.nus.edu.sg/handle/10635/105501||ISSN:||19395108||DOI:||10.1002/wics.186|
|Appears in Collections:||Staff Publications|
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