Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Margrabe's option to exchange in a Paretian-stable subordinated market. |
scientific article; zbMATH DE number 1755437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Margrabe's option to exchange in a Paretian-stable subordinated market. |
scientific article; zbMATH DE number 1755437 |
Statements
Margrabe's option to exchange in a Paretian-stable subordinated market. (English)
0 references
13 June 2002
0 references
Finance
0 references
Option pricing
0 references
Real options
0 references
Non-Gaussian processes
0 references
\(\alpha\)-stable distribution
0 references
Subordination
0 references
0 references
0.7830342054367065
0 references
0.7742589712142944
0 references
0.7677974700927734
0 references
