Skew-Brownian motion and pricing European exchange options
Year of publication: |
2022
|
---|---|
Authors: | Pasricha, Puneet ; He, Xin-Jiang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-9
|
Subject: | European exchange options | Non-Gaussian distribution | Owen’s function | Radon–Nikodym derivative | Skew-Brownian motion | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | EU-Staaten | EU countries | Europa | Europe | Stochastischer Prozess | Stochastic process |
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