Model-Free Price Movements
The paper introduces a model-free lattice model that can describe the complete price evolution of an asset and re-price all of its European options simultaneously.
Featured in No. 83 on 23 Jan 2025 · on release day
- Released
- 23 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 10
- Identifier
- RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:30-:d:1565621
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