Option pricing in bilateral Gamma stock models (Q3061268): Difference between revisions
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Revision as of 10:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in bilateral Gamma stock models |
scientific article |
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Option pricing in bilateral Gamma stock models (English)
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14 December 2010
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bilateral Gamma stockmodel
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bilateral Esscher transform
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minimal martingale measure
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option pricing
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