Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462)
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scientific article; zbMATH DE number 6260406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae |
scientific article; zbMATH DE number 6260406 |
Statements
Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (English)
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20 February 2014
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non-Gaussian option pricing
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option pricing
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stochastic volatility
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Black-Scholes model
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derivatives hedging
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