Log Student’st-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2030823765
@@ Property / OpenAlex ID: W2030823765 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1344
@@ Property / arXiv ID: 1003.1344 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+The Black-Scholes option pricing problem in mathematical  finance: generalization and extensions for a large class of stochastic processes
+Normal rank
@@ Property / cites work @@
+Q4844974
@@ Property / cites work: Q4844974 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns
+Normal rank
@@ Property / cites work @@
+Q5639657
@@ Property / cites work: Q5639657 / rank @@
+Normal rank
@@ Property / cites work @@
+On Student's 1908 Article “The Probable Error of a Mean”
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5397462

Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462): Difference between revisions