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

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Ramos, A. M. T.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

Carvalho, J. A.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

Vasconcelos, G. L.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

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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

Cite as: https://publications.pik-potsdam.de/pubman/item/item_21546

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