The bilateral Gamma motion : calibration and option pricing
J. Lars Kirkby, Claudio Aglieri Rinella and Jean-Philippe Aguilar
Year of publication: |
2024
|
---|---|
Authors: | Kirkby, J. Lars ; Aglieri Rinella, Claudio ; Aguilar, Jean-Philippe |
Published in: |
Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 3.2024, 3, p. 400-439
|
Saved in:
freely available
Saved in favorites
Similar items by person
-
Kirkby, J. Lars, (2023)
-
Full‐fledged SABR Through Markov Chains
Cui, Zhenyu, (2019)
-
A general framework for time-changed Markov processes and applications
Cui, Zhenyu, (2019)
- More ...