Alternatives to classical option pricing
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DOI: 10.1007/s10479-024-06213-z
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- Jagdish Gnawali & W. Brent Lindquist & Svetlozar T. Rachev, 2025. "Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis," JRFM, MDPI, vol. 18(4), pages 1-32, April.
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Keywords
Option pricing; Financial markets without riskless asset; Shadow riskless rate; Perpetual derivative; Deflated cumulative return process;All these keywords.
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