The use of power numeraires in option pricing (Q1728170): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.orl.2017.01.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121862631 / rank
 
Normal rank

Revision as of 23:59, 19 March 2024

scientific article
Language Label Description Also known as
English
The use of power numeraires in option pricing
scientific article

    Statements

    The use of power numeraires in option pricing (English)
    0 references
    22 February 2019
    0 references
    COS method
    0 references
    change of numeraire
    0 references
    barrier options
    0 references
    Heston model
    0 references
    0 references

    Identifiers