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Option overlay strategies - MaRDI portal

Option overlay strategies (Q4683071)

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scientific article; zbMATH DE number 6939278
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Option overlay strategies
scientific article; zbMATH DE number 6939278

    Statements

    title
    Option overlay strategies (English)
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    author
    Dilip B. Madan
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    Yazid M. Sharaiha
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    publication date
    19 September 2018
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    zbMATH Keywords
    distorted expectation
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    digital moment estimation
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    variance gamma law
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    self similarity
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    Sato process
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    cites work
    Q4524816
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    Q4828653
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    Q4552656
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    Q4367302
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    Q2771116
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    Identifiers

    zbMATH DE Number
    6939278
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    OpenAlex ID
    W2001455835
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