Exponential model for option prices: Application to the Brazilian market

Ramos, A. M. T.; Carvalho, J. A.; Vasconcelos, G. L.

doi:10.1016/j.physa.2015.11.007

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Exponential model for option prices: Application to the Brazilian market

Ramos, A. M. T., Carvalho, J. A., Vasconcelos, G. L. (2016): Exponential model for option prices: Application to the Brazilian market. - Physica A: Statistical Mechanics and its Applications, 445, 161-168.
https://doi.org/10.1016/j.physa.2015.11.007

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Item Permalink: https://publications.pik-potsdam.de/pubman/item/item_21546 Version Permalink: https://publications.pik-potsdam.de/pubman/item/item_21546_2

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Ramos, A. M. T.¹, Author
Carvalho, J. A.¹, Author
Vasconcelos, G. L.¹, Author

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1Potsdam Institute for Climate Impact Research and Cooperation Partners, ou_persistent13

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Dates: Finally published : 2016

Publication Status: Finally published

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Identifiers: DOI: 10.1016/j.physa.2015.11.007
PIKDOMAIN: Transdisciplinary Concepts & Methods - Research Domain IV
eDoc: 7543
Working Group: Network- and machine-learning-based prediction of extreme events

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Title: Physica A: Statistical Mechanics and its Applications

Source Genre: Journal

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Pages: - Volume / Issue: 445 Sequence Number: - Start / End Page: 161 - 168 Identifier: -