Option returns
Dilip B. Madan, Wim Schoutens, and King Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Madan, Dilip B. ; Schoutens, Wim ; Wang, King |
| Published in: |
Peter Carr Gedenkschrift : research advances in mathematical finance. - New Jersey : World Scientific, ISBN 978-981-12-8029-0. - 2024, p. 537-568
|
| Subject: | Measure distortions | Backward stochastic partial integro-differential equations | Bilateral gamma process | Risk exposures | Risk charges | Stochastischer Prozess | Stochastic process | Risiko | Risk | Optionspreistheorie | Option pricing theory |
| 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/10015447073