Option pricing bounds in an a α stable security market (Q4371857): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/15326349708807453 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2139240325 / rank | |||
Normal rank | |||
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)
0 references
21 January 1998
0 references
option pricing
0 references
security markets
0 references
Gaussian geometric Wiener process
0 references
Lévy \(\alpha\)-stable motion
0 references
