Option pricing under a Gamma-modulated diffusion process
Year of publication: |
2011
|
---|---|
Authors: | Iglesias, Pilar ; San Martín, Jaime ; Torres, Soledad ; Viens, Frederi G. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 7.2011, 2, p. 199-219
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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