On computing the price of financial instruments in foreign currency (Q1796242)
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scientific article; zbMATH DE number 6957129
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| English | On computing the price of financial instruments in foreign currency |
scientific article; zbMATH DE number 6957129 |
Statements
On computing the price of financial instruments in foreign currency (English)
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17 October 2018
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variance gamma process
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call option
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Poisson process
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price of derivative
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hypergeometric function
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0.7643843293190002
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0.7500782012939453
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0.7469154000282288
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0.7361093759536743
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