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OPTION SURFACE STATISTICS WITH APPLICATIONS - MaRDI portal

OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581)

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scientific article; zbMATH DE number 7617466
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OPTION SURFACE STATISTICS WITH APPLICATIONS
scientific article; zbMATH DE number 7617466

    Statements

    title
    OPTION SURFACE STATISTICS WITH APPLICATIONS (English)
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    author
    Dilip B. Madan
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    King-Hang Wang
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    publication date
    16 November 2022
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    zbMATH Keywords
    bilateral gamma
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    tempered stable
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    self-decomposable
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    Sato process
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    Brownian subordination
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    CGMY model
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    beta distributions
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    cites work
    Q2738734
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    Q2782356
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    Q4937701
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    Identifiers

    zbMATH DE Number
    7617466
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