Option pricing under a Gamma-modulated diffusion process
| Year of publication: |
2011
|
|---|---|
| Authors: | Iglesias, Pilar ; Martín, Jaime San ; Torres, Soledad ; Viens, Frederi |
| Published in: |
Annals of Finance. - Springer. - Vol. 7.2011, 2, p. 199-219
|
| Publisher: |
Springer |
| Subject: | Option pricing | Gamma process | Long memory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009150116