Option pricing for stable and infinitely divisible asset returns (Q1596868): Difference between revisions

@@ Property / author @@
-Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
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-Q191327
@@ Property / author: Q191327 / rank @@
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@@ Property / author @@
+Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
+Normal rank
@@ Property / author @@
+Svetlozar T. Rachev
@@ Property / author: Svetlozar T. Rachev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling asset returns with alternative stable distributions<sup>*</sup>
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@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Q4845600
@@ Property / cites work: Q4845600 / rank @@
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@@ Property / cites work @@
+Option pricing for a logstable asset price model
@@ Property / cites work: Option pricing for a logstable asset price model / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+Option pricing for stable and infinitely divisible asset returns
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3229718
@@ Property / cites work: Q3229718 / rank @@
+Normal rank
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+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank