PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955)
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scientific article; zbMATH DE number 7128191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DERIVATIVES IN HERMITE MARKETS |
scientific article; zbMATH DE number 7128191 |
Statements
PRICING DERIVATIVES IN HERMITE MARKETS (English)
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8 November 2019
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Hermite processes
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fractional Brownian motion
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Rosenblatt processes
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perpetual derivatives
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no-arbitrage
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arbitrage tax
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