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

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+Arithmetic average options in the hyperbolic model
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-Gerhard Larcher
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+Gerhard Larcher
@@ Property / author: Gerhard Larcher / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1163/156939603322728996
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+W4230592007
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+Arithmetic average options in the hyperbolic model (English)
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@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
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@@ Property / cites work @@
+Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
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+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
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+Sequences, discrepancies and applications
@@ Property / cites work: Sequences, discrepancies and applications / rank @@
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+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
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+Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
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@@ 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
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@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
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+Q4954012
@@ Property / cites work: Q4954012 / rank @@
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+Publication:4462529