Self-decomposability and option pricing

Keyphrases

• Option Pricing 100%
• Option Price 100%
• Self-decomposability 100%
• Stability over Time 50%
• Time Distribution 50%
• Self-similarity 50%
• Performance Level 50%
• Parameter-free 50%
• Neutral Processes 50%
• Variation over Time 50%
• Dimensionality Reduction 50%
• Risk-neutral 50%
• Parameter Stability 50%
• Independent Increments 50%
• Option Pricing Model 50%
• European Option Pricing 50%
• Self Decomposable Law 50%

Mathematics

• Option Pricing 100%
• Option Price 100%
• Free Parameter 33%
• Time Distribution 33%
• Unit Time 33%
• Independent Increment 33%

Economics, Econometrics and Finance

• Pricing 100%
• Option Trading 50%