Option Pricing formula based on a NonGaussian Stock Price Model - PowerPoint PPT Presentation

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Option Pricing formula based on a NonGaussian Stock Price Model

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Partial differential Equation based on log-normal distribution ... Rev. Lett. 89, 098701 (2002). [3] L. Borland, Phys. Rev. E 57, 6634 (1998). Reference ... – PowerPoint PPT presentation

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Title: Option Pricing formula based on a NonGaussian Stock Price Model

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