Solving the Esscher puzzle: the NEF-GHS option pricing model
Year of publication: |
2002
|
---|---|
Authors: | Fischer, Matthias J. |
Institutions: | Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subject: | NEF-GHS distribution | Option pricing | Esscher transformation |
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