On option pricing under a completely random measure via a generalized Esscher transform (Q938038): Difference between revisions
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Revision as of 02:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On option pricing under a completely random measure via a generalized Esscher transform |
scientific article |
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On option pricing under a completely random measure via a generalized Esscher transform (English)
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18 August 2008
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option pricing
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kernel-biased completely random measures
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generalized gamma processes
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Esscher transform
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Laplace functionals
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