The economics of time as it is embedded in the prices of options§
type: Item
instance of: scholarly article
title: The economics of time as it is embedded in the prices of options§
zbMATH Open document ID: 1518.91285
DOI: 10.1080/14697688.2022.2164208
author: Dilip B. Madan
author: K.-H. Wang
published in: Quantitative Finance
publication date: 2023-06-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7698398
zbMATH Keywords: bilateral gamma
zbMATH Keywords: additive processes
zbMATH Keywords: self decomposable laws
zbMATH Keywords: hypergeometric functions
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/14697688.2022.2164208
OpenAlex ID: W4319834457
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description: scientific article; zbMATH DE number 7698398