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Option Pricing Techiniques Essay Preview: Option Pricing Techiniques Report this essay INDEX 1. INTRODUCTION 2. METHODS OF ESTIMATION AND MODEL SELECTION 2.1 Volatility and distribution analysis of my data 2.2 Naïve (Geometric Brownian Motion) 2.3 LASSO 2.4 QMLE 2.5 GARCH 3. OPTION PRICING 3.1 Comparison between different methods for option pricing: – European Options: Black.
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Distribution Analysis Of My DataFirst Part Of The PaperNormal Q-Q PlotOption Pricing