Option pricing under threshold autoregressive models by threshold Esscher transform (Q2494607)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Option pricing under threshold autoregressive models by threshold Esscher transform
scientific article

    Statements

    Option pricing under threshold autoregressive models by threshold Esscher transform (English)
    0 references
    0 references
    0 references
    0 references
    14 July 2006
    0 references

    Identifiers