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Factor models for option pricing - MaRDI portal

Factor models for option pricing (Q1934585)

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scientific article; zbMATH DE number 6132185
Language Label Description Also known as
English
Factor models for option pricing
scientific article; zbMATH DE number 6132185

    Statements

    title
    Factor models for option pricing (English)
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    author
    Peter Carr
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    Dilip B. Madan
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    publication date
    29 January 2013
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    zbMATH Keywords
    variance gamma
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    characteristic functions
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    index options
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    Identifiers

    zbMATH DE Number
    6132185
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    OpenAlex ID
    W2140970775
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