This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.

This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.

This is Arts in Motion, a long-term joint project to enable and celebrate creative ambition on a global scale. Opera star Benjamin Bernheim says as an artist you have to go to extremes to find out ...