A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039): Difference between revisions
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Latest revision as of 14:06, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the pricing of multivariate contingent claims under a transformed-gamma distribution |
scientific article |
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A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (English)
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19 September 2016
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multivariate transformed-gamma distribution
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multivariate contingent claim
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stochastic strike price
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general equilibrium
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