Alternatives to Classical Option Pricing

By W. Brent Lindquist, Svetlozar T. Rachev

Published 2023-09-14

Everscope rating

1203.3

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Alternative Option Pricing Models. Problem types: Option Pricing, Risk Management.

arXiv:2403.17187 · Paper rankings

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