持续
发表于 2025-3-26 22:44:57
Timothy J. Steiner,Rigmor Jensen,Zaza Katsarava,Derya Uluduz,Michela Tinelli,Hallie Thomas,Lars Jacothe additional assumption that a volatility function exists, the method can be used to construct arbitrage-free, risk-neutral, recombining implied multinomial trees. As a result, we are able to price and hedge many plain-vanilla and exotic options in accordance with given market prices..Further rese
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发表于 2025-3-27 04:56:44
Length Estimation for Exponential Parameterization and ,-Uniform Samplings,uch ..(.) are independent of . ∈ .
系列
发表于 2025-3-27 08:53:16
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多产子
发表于 2025-3-27 10:00:21
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极深
发表于 2025-3-27 16:14:16
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gangrene
发表于 2025-3-27 18:35:57
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