A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039)
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scientific article; zbMATH DE number 6628436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the pricing of multivariate contingent claims under a transformed-gamma distribution |
scientific article; zbMATH DE number 6628436 |
Statements
A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (English)
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19 September 2016
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multivariate transformed-gamma distribution
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multivariate contingent claim
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stochastic strike price
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general equilibrium
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