Option pricing in bilateral Gamma stock models (Q3061268): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1524/stnd.2009.1048 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1524/STND.2009.1048 / rank
 
Normal rank

Latest revision as of 09:25, 20 December 2024

scientific article
Language Label Description Also known as
English
Option pricing in bilateral Gamma stock models
scientific article

    Statements

    Option pricing in bilateral Gamma stock models (English)
    0 references
    0 references
    0 references
    14 December 2010
    0 references
    bilateral Gamma stockmodel
    0 references
    bilateral Esscher transform
    0 references
    minimal martingale measure
    0 references
    option pricing
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references