Risk-Neutral Valuation of Options under Arithmetic Brownian Motions

By Qiang LIU, Yuhan JIAO, Shuxin GUO

Published 2023-04-14

Everscope rating

1361.2

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Risk-neutral valuation. Problem types: Options Pricing, Derivative Pricing.

arXiv:2405.11329 · Paper rankings

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