The bilateral Gamma motion: calibration and option pricing (Q6643155)
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scientific article; zbMATH DE number 7949238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The bilateral Gamma motion: calibration and option pricing |
scientific article; zbMATH DE number 7949238 |
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The bilateral Gamma motion: calibration and option pricing (English)
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26 November 2024
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calibration
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Lévy processes
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option pricing
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bilateral Gamma
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Asian option
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step option
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fader option
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volatility surface
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