haku: @indexterm financial models / yhteensä: 494
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| Tekijä: | Edelman, D. |
| Otsikko: | Local cross-entropy |
| Lehti: | Risk
2004 : JUL, VOL. 17:7, p. 73-76 |
| Asiasana: | derivative securities financial models pricing stock options |
| Kieli: | eng |
| Tiivistelmä: | This article discusses the inconsistency between options traded in exchanges and the Black & Scholes model. The writer aims to address this inconsistency by finding alternative risk-neutral distributions that are more consistent. |
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