Pages that link to "Item:Q2398586"
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The following pages link to Option pricing for symmetric Lévy returns with applications (Q2398586):
Displaying 6 items.
- Option pricing for log-symmetric distributions of returns (Q835680) (← links)
- Representative agent pricing of financial assets based on Lévy processes with normal inverse Gaussian marginals (Q1854734) (← links)
- A note on the coefficients of elliptical random variables (Q2322659) (← links)
- Option pricing in bilateral Gamma stock models (Q3061268) (← links)
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)
- Option pricing generators (Q6134133) (← links)