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DF Structure models for options pricing

Comparison and problems using local, implied and stochastic volatility obtained from market data to price exotic options

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Futures - Options

DF Structure models for options pricing

Based on the Partial Distribution, we presents the concepts and expressions of DF process and DF structure and put forward the DF structure models of pricing options on a non-dividend-paying underlying for the first time. Prof. Feng Dai and Prof. Zifu Qin


Comparison and problems using local, implied and stochastic volatility obtained from market data to price exotic options

We can estimate the market view using the volatility which is implied by the market prices. Using real data from the market, we can simulate the asset price path with its corresponding implied, local and stochastic volatility. By Prof. Klaus Erich Schmitz Abe

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