A non-Gaussian option pricing model with skew (Q4610259): Difference between revisions
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Revision as of 01:29, 20 March 2024
scientific article; zbMATH DE number 7002152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-Gaussian option pricing model with skew |
scientific article; zbMATH DE number 7002152 |
Statements
15 January 2019
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option pricing
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non-Gaussian model
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European call option
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A non-Gaussian option pricing model with skew (English)
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