OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581)
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scientific article; zbMATH DE number 7617466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION SURFACE STATISTICS WITH APPLICATIONS |
scientific article; zbMATH DE number 7617466 |
Statements
OPTION SURFACE STATISTICS WITH APPLICATIONS (English)
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16 November 2022
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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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