Option pricing bounds in an a α stable security market (Q4371857): Difference between revisions
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Latest revision as of 19:26, 19 March 2024
scientific article; zbMATH DE number 1106427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing bounds in an a α stable security market |
scientific article; zbMATH DE number 1106427 |
Statements
Option pricing bounds in an a α stable security market (English)
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21 January 1998
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option pricing
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security markets
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Gaussian geometric Wiener process
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Lévy \(\alpha\)-stable motion
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