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Options / Equations / Black–Scholes / Stock market / Normal distribution / Volatility / Implied volatility / Brownian motion / Autoregressive conditional heteroskedasticity / Statistics / Mathematical finance / Stochastic processes


Document Date: 2013-01-15 18:26:05

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City

London / Dover / Boston / Wiley / Oxford / /

Country

Japan / /

/

Facility

Institute of Statistical Mathematics / K. Kawai Hiroshima University / Nagoya University / Seoul National University / /

IndustryTerm

explicit solution / /

MarketIndex

Nikkei 225 / /

Organization

Seoul National University / Institute of Statistical Mathematics / BSM / Nagoya University / Hiroshima University / /

Position

MP / rT / model for option pricing / /

ProgrammingLanguage

C / /

ProvinceOrState

New York / /

PublishedMedium

Journal of Political Economy / Journal of Financial Economics / The review of Financial Studies / /

Technology

simulation / /

SocialTag