Option pricing proposals under the generalized hyperbolic model (Q4371860)
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scientific article; zbMATH DE number 1106429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing proposals under the generalized hyperbolic model |
scientific article; zbMATH DE number 1106429 |
Statements
Option pricing proposals under the generalized hyperbolic model (English)
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21 January 1998
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Cox-Ross-Rubinstein model
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randomization
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option prices
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hyperbolic laws
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exponential tilting
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subordination
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