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~person:"Boyarchenko, Svetlana"
~person:"Schoutens, Wim"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
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Option pricing theory
Optionsgeschäft
Levy processes
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Boyarchenko, Svetlana
Schoutens, Wim
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7
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Annals of finance
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Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
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2
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
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