Option pricing in bilateral Gamma stock models (Q3061268)

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Option pricing in bilateral Gamma stock models
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    Statements

    title
    Option pricing in bilateral Gamma stock models (English)
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    author
    Uwe Küchler
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    Stefan Tappe
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    publication date
    14 December 2010
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    zbMATH Keywords
    bilateral Gamma stockmodel
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    bilateral Esscher transform
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    minimal martingale measure
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G51
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    91G60
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    zbMATH DE Number
    5826747
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