Systemic risk tradeoffs and option prices (Q2442518): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2012.12.003
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+W3123303479
@@ Property / OpenAlex ID: W3123303479 / rank @@
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@@ Property / cites work @@
+Q3580340
@@ Property / cites work: Q3580340 / rank @@
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@@ Property / cites work @@
+Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model
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+Q5841954
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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