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~subject:"Option pricing theory"
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Option pricing theory
Cumulant
9
Optionspreistheorie
4
Statistical distribution
4
Statistische Verteilung
4
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4
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4
Cumulant generating function
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Asmussen, Søren
1
Catalão, André
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Orlowski, Piotr
1
Osband, Kent
1
Rosenfeld, Rogério
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
Asmussen, Søren
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 383-416
Persistent link: https://www.econbiz.de/10013440228
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2
Essays in asset pricing
Orlowski, Piotr
-
2017
Persistent link: https://www.econbiz.de/10011931494
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3
Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
Saved in:
4
VarGamma stresstests
Osband, Kent
- In:
Journal of investment management : JOIM
11
(
2013
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10009763897
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