Option pricing for stable and infinitely divisible asset returns (Q1596868): Difference between revisions

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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Option pricing when underlying stock returns are discontinuous
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4845600
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+Option pricing for a logstable asset price model
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Option pricing for stable and infinitely divisible asset returns
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+Q3229718
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+Q5512461
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+Normal rank