The [beta]-variance gamma model
Year of publication: |
2011
|
---|---|
Authors: | Schoutens, Wim ; Van Damme, Geert |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 14.2011, 3, p. 263-282
|
Subject: | Levy processes | Hitting probability | Barrier options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Wahrscheinlichkeitsrechnung | Probability theory | Betafaktor | Beta risk |
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