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  • Search: subject:"Generalized mixture"
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Subject
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American options 1 Failure rate 1 Generalized mixture 1 Mixture model 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Reliability 1 Stochastic process 1 Stochastischer Prozess 1 Two-component mixture 1 VIX 1 Volatility 1 Volatilität 1 Weibull distribution 1 exercise boundaries 1 exercise premium 1 generalized 3/2 and 1/2 models 1 generalized mixture models 1 integral equations 1 local time 1 stochastic volatility 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Balakrishnan, Narayanaswamy 1 Detemple, Jérôme B. 1 Franco, Manuel 1 Kitapbayev, Yerkin 1 Kundu, Debasis 1 Vivo, Juana-María 1
Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial economics 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.; Kitapbayev, Yerkin - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
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Generalized mixtures of Weibull components
Franco, Manuel; Balakrishnan, Narayanaswamy; Kundu, Debasis - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 515-535
generalized mixture is a well-defined distribution. Specially, we characterize the generalized mixture of two Weibull components …
Persistent link: https://www.econbiz.de/10010994278
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