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  • Derivatives and models

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  • The transformation of financial markets
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Author:Mihail Turlakov
Description:
# Option pricing models
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## BScholes
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## SLV
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## new ideas
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- 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)
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# Parents
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* Derivatives and models⏎
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