Exchange option pricing under variance gamma-like models
Matteo Gardini and Piergiacomo Sabino
| Year of publication: |
2022
|
|---|---|
| Authors: | Gardini, Matteo ; Sabino, Piergiacomo |
| Subject: | derivative pricing | energy markets | exchange options | Lévy processes | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Energiemarkt | Energy market | Optionsgeschäft | Option trading | Volatilität | Volatility | Devisenoption | Currency option |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2023.2248791 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014390283