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scientific article; zbMATH DE number 1096552 - MaRDI portal

scientific article; zbMATH DE number 1096552

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zbMath0888.90018MaRDI QIDQ4372469

Ulrich Keller

Publication date: 12 December 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy processes option pricing hyperbolic model stock returns Esscher transforms empirical analysis parametric martingale measures

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (2)

Comparison of option prices in semimartingale models ⋮ Arithmetic average options in the hyperbolic model

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