The generalized hyperbolic model : financial derivatives and risk measures
Ernst Eberlein and Karsten Prause
| Year of publication: |
2002
|
|---|---|
| Authors: | Eberlein, Ernst ; Prause, Karsten |
| Published in: |
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000. - Berlin [u. a.] : Springer, ISBN 3-540-67781-X. - 2002, p. 245-267
|
| Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution |