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Statistics / Economics / Binomial options pricing model / Autoregressive conditional heteroskedasticity / Black–Scholes / Valuation of options / Log-normal distribution / Normal distribution / Volatility / Mathematical finance / Financial economics / Options


Package ‘fOptions’ July 2, 2014 Version[removed]Revision 5524 Date[removed]Title Basics of Option Valuation
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Document Date: 2014-07-02 11:48:52

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City

London / New York / Homewood / /

Company

Cox / McGraw-Hill / Ross S.A. / /

Facility

Prentice Hall / Columbia University / Homewood / /

Organization

Federal Reserve Bank of Atlanta / Columbia University / New York / /

Person

Nandi Garch / Heston / True / Heston-Nandi Garch / /

Position

model / General / option pricing model / Option Valuation Author / symmetric model / /

ProvinceOrState

Illinois / New York / /

PublishedMedium

Journal of Finance / Journal of Financial Economics / The Complete Guide / /

Technology

alpha / Simulation / /

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http /

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