The β-variance gamma model
| Year of publication: |
2011
|
|---|---|
| Authors: | Schoutens, Wim ; Damme, Geert |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 14.2011, 3, p. 263-282
|
| Publisher: |
Springer |
| Subject: | Levy processes | Hitting probability | Barrier options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009327367