Factor models for option pricing (Q1934585)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6132185
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Factor models for option pricing |
scientific article; zbMATH DE number 6132185 |
Statements
Factor models for option pricing (English)
0 references
29 January 2013
0 references
variance gamma
0 references
characteristic functions
0 references
index options
0 references
0.7278829216957092
0 references
0.7231659293174744
0 references
0.7208446264266968
0 references
0.7208329439163208
0 references
0.7184154391288757
0 references
