Additive logistic processes in option pricing
Peter Carr, Lorenzo Torricelli
| Year of publication: |
2021
|
|---|---|
| Authors: | Carr, Peter ; Torricelli, Lorenzo |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 4, p. 689-724
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| Subject: | Logistic distribution | Additive processes | Derivative pricing | Dagum distribution | Generalised z-distributions | Optionspreistheorie | Option pricing theory | Logistik | Logistics | Derivat | Derivative | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Logistikunternehmen | Logistics provider |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-021-00461-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012665200