Option pricing in bilateral Gamma stock models (Q3061268)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Option pricing in bilateral Gamma stock models
scientific article

    Statements

    Option pricing in bilateral Gamma stock models (English)
    0 references
    0 references
    0 references
    14 December 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    bilateral Gamma stockmodel
    0 references
    bilateral Esscher transform
    0 references
    minimal martingale measure
    0 references
    option pricing
    0 references
    0 references
    0 references