Option pricing generators
Peter Carr and Umberto Cherubini
| Year of publication: |
2024
|
|---|---|
| Authors: | Carr, Peter ; Cherubini, Umberto |
| Published in: |
Peter Carr Gedenkschrift : research advances in mathematical finance. - New Jersey : World Scientific, ISBN 978-981-12-8029-0. - 2024, p. 179-209
|
| Subject: | Pseudo-addition | Monoids | Implied distributions | Lamperti transforms | Copula functions | Multivariate Verteilung | Multivariate distribution | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015446964