Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539)
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scientific article; zbMATH DE number 1755437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Margrabe's option to exchange in a Paretian-stable subordinated market. |
scientific article; zbMATH DE number 1755437 |
Statements
Margrabe's option to exchange in a Paretian-stable subordinated market. (English)
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13 June 2002
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Finance
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Option pricing
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Real options
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Non-Gaussian processes
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\(\alpha\)-stable distribution
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Subordination
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