Option pricing under a gamma-modulated diffusion process (Q645515): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under a gamma-modulated diffusion process |
scientific article |
Statements
Option pricing under a gamma-modulated diffusion process (English)
0 references
15 November 2011
0 references
option pricing
0 references
gamma process
0 references
long memory
0 references
