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

Authors

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. doi:10.1016/j.physa.2015.11.007.

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

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