Option pricing in bilateral Gamma stock models (Q3061268)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing in bilateral Gamma stock models |
scientific article |
Statements
Option pricing in bilateral Gamma stock models (English)
0 references
14 December 2010
0 references
bilateral Gamma stockmodel
0 references
bilateral Esscher transform
0 references
minimal martingale measure
0 references
option pricing
0 references