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can be shown to be a simplified application of the explicit finite difference method.
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This is one of the reasons why it is possible that a quantum
optionpricingmodel could be more accurate than a classical one.
From
Wikipedia
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However, one can use a given one-to-one function of the option price, like the implied volatility, as a unit of measure, without postulating any particular optionpricingmodel.
In 5 we introduce more realistic option pricing models, the generalized hyperbolic model and the variance-gamma model.
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