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by Bdrich43
March 2nd, 2005, 5:09 am
Forum: Student Forum
Topic: Deterministic Option Pricing
Replies: 1
Views: 157525

Deterministic Option Pricing

<t>Does anyone know of anyone doing research in nonlinear or chaotic option pricing. Clearly the stochastic model (Black-scholes) is standard, however, you can model most stochastic processes with deterministic systems (most simply, the tent map), and a deterministic system would cearly offer benefi...