Π‘ΠΏΠΈΡΠΎΠΊ Π»ΠΈΡΠ΅ΡΠ°ΡΡΡΡ.
ΠΡΠ±ΠΈΡΡΠ°ΠΆ Π½Π° ΡΡΠ½ΠΊΠ΅ ΠΎΠΏΡΠΈΠΎΠ½ΠΎΠ² Π½Π° ΠΎΡΠ½ΠΎΠ²Π΅ ΠΏΠΎΠ΄ΡΠ°Π·ΡΠΌΠ΅Π²Π°Π΅ΠΌΠΎΠΉ Π²ΠΎΠ»Π°ΡΠΈΠ»ΡΠ½ΠΎΡΡΠΈ
Jena, R & Tankov, P., (2017). Arbitrage Opportunities in Misspeci? ed Stochastic Volatility Models. SIAM J. FINANCIAL MATH, Vol. 2, pp. 317β341. Henrard, M.,(2003). Parameter risk in the Black and Scholes model. Risk and Insurance 310 002, Economics Working Paper Archive at WUSTL. Corredor, P & Santamaria, R., (2004). Forecasting Volatility in the Spanish Option Market, Applied Financial… Π§ΠΈΡΠ°ΡΡ Π΅ΡΡ >
Π‘ΠΏΠΈΡΠΎΠΊ Π»ΠΈΡΠ΅ΡΠ°ΡΡΡΡ. ΠΡΠ±ΠΈΡΡΠ°ΠΆ Π½Π° ΡΡΠ½ΠΊΠ΅ ΠΎΠΏΡΠΈΠΎΠ½ΠΎΠ² Π½Π° ΠΎΡΠ½ΠΎΠ²Π΅ ΠΏΠΎΠ΄ΡΠ°Π·ΡΠΌΠ΅Π²Π°Π΅ΠΌΠΎΠΉ Π²ΠΎΠ»Π°ΡΠΈΠ»ΡΠ½ΠΎΡΡΠΈ (ΡΠ΅ΡΠ΅ΡΠ°Ρ, ΠΊΡΡΡΠΎΠ²Π°Ρ, Π΄ΠΈΠΏΠ»ΠΎΠΌ, ΠΊΠΎΠ½ΡΡΠΎΠ»ΡΠ½Π°Ρ)
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