Knowen - Option pricing models

Created almost 4 years ago, updated 4 months ago

ID29220

BScholes

SLV

new ideas

2021 Igor Halperin Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Parents

Derivatives and models

## BScholes

## SLV

## new ideas

- 2021 Igor Halperin [Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3724000)