Economics, Econometrics and Finance
8 years ago

New models revolutionize option pricing accuracy, changing investment landscape forever!

Models for option pricing based on empirical characteristic function of returns
Karol Binkowski, Andrzej S. Kozek

Paper Summary

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The article discusses new models for pricing options that are more accurate than the standard formula. These models use characteristic functions based on Lévy processes to better estimate the values of options.