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Option pricing generators - MaRDI portal

Option pricing generators (Q6134133)

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scientific article; zbMATH DE number 7716478
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Option pricing generators
scientific article; zbMATH DE number 7716478

    Statements

    title
    Option pricing generators (English)
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    author
    Peter Carr
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    Umberto Cherubini
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    publication date
    25 July 2023
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    zbMATH Keywords
    pseudo-addition
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    monoids
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    implied distributions
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    Lamperti transforms
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    copula functions
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    Identifiers

    zbMATH DE Number
    7716478
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    DOI
    10.3934/FMF.2023012
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