Modeling the bid and ask prices of options
Year of publication: |
2023
|
---|---|
Authors: | Madan, Dilip B. ; Schoutens, Wim ; Wang, King |
Published in: |
The journal of computational finance : JFC. - London : Infopro Digital Risk, ISSN 1755-2850, ZDB-ID 2091445-3. - Vol. 26.2023, 4, p. 3-36
|
Subject: | self-decomposable law | self-similarity | Sato process | bilateral gamma model | multi-plicative mean-preserving spread | convex order |
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