On option pricing under a completely random measure via a generalized Esscher transform (Q938038)
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scientific article; zbMATH DE number 5312901
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| English | On option pricing under a completely random measure via a generalized Esscher transform |
scientific article; zbMATH DE number 5312901 |
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On option pricing under a completely random measure via a generalized Esscher transform (English)
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18 August 2008
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option pricing
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kernel-biased completely random measures
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generalized gamma processes
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Esscher transform
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Laplace functionals
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0.7479422092437744
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0.7461190223693848
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0.7447448968887329
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0.7406585812568665
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0.7382673025131226
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