Arithmetic average options in the hyperbolic model (Q4462529): Difference between revisions

@@ label / en / label / en @@
+Arithmetic average options in the hyperbolic model
@@ Property / author @@
-Gerhard Larcher
@@ Property / author: Gerhard Larcher / rank @@
-Normal rank
@@ Property / author @@
+Gerhard Larcher
@@ Property / author: Gerhard Larcher / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1163/156939603322728996
+Normal rank
@@ Property / OpenAlex ID @@
+W4230592007
@@ Property / OpenAlex ID: W4230592007 / rank @@
+Normal rank
@@ Property / title @@
+Arithmetic average options in the hyperbolic model (English)
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequences, discrepancies and applications
@@ Property / cites work: Sequences, discrepancies and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
+Normal rank
@@ Property / cites work @@
+Q4372469
@@ Property / cites work: Q4372469 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the weighted \(L^p\) discrepancy and tractability of integration
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4954012
@@ Property / cites work: Q4954012 / rank @@
+Normal rank