A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing

DOI10.1023/A:1010046925696zbMath1153.91758MaRDI QIDQ1000526

Takahiko Fujita

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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