scientific article; zbMATH DE number 1500698

MaRDI QIDQ4501724zbMATH OpenFDO

Authors Winfried G. Hallerbach

Publication date 5 March 2001

zbMATH Keywords

log-logistic distributionoption pricesBlack-Scholes prices

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

(3)

• Recovering implied minimum distance risk-neutral probability measures using GMD
• A recombining lattice option pricing model that relaxes the assumption of lognormality
• Models for option pricing based on empirical characteristic function of returns

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