Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:21, 5 March 2024
scientific article; zbMATH DE number 6260406
Language | Label | Description | Also known as |
---|---|---|---|
English | Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae |
scientific article; zbMATH DE number 6260406 |
Statements
Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (English)
0 references
20 February 2014
0 references
non-Gaussian option pricing
0 references
option pricing
0 references
stochastic volatility
0 references
Black-Scholes model
0 references
derivatives hedging
0 references