Option pricing for a logstable asset price model (Q1596871): Difference between revisions

@@ Property / author @@
-Simon R. Hurst
@@ Property / author: Simon R. Hurst / rank @@
-Normal rank
@@ Property / author @@
-Eckhard Platen
@@ Property / author: Eckhard Platen / rank @@
-Normal rank
@@ Property / author @@
-Q191327
@@ Property / author: Q191327 / rank @@
-Normal rank
@@ Property / author @@
+Simon R. Hurst
@@ Property / author: Simon R. Hurst / rank @@
+Normal rank
@@ Property / author @@
+Eckhard Platen
@@ Property / author: Eckhard Platen / 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 @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3229718
@@ Property / cites work: Q3229718 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Q5287558
@@ Property / cites work: Q5287558 / rank @@
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0895-7177(99)00096-5
+Normal rank
@@ Property / OpenAlex ID @@
+W1986033921
@@ Property / OpenAlex ID: W1986033921 / rank @@
+Normal rank