Browsing Research Articles (Statistics) by Subject "Interchangeable models"

Browsing Research Articles (Statistics) by Subject "Interchangeable models"

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  • On the interchangeability of barrier option pricing models 
    Visagie, I.J.H. (Jaco) (South African Statistical Association, 2018)
    An important question when modelling option prices is which of the multitude of option pricing models to use. In this paper, the calculation of barrier option prices is considered. These exotic options are found in many ...