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Option pricing proposals under the generalized hyperbolic model.
- Source :
- Communications in Statistics. Stochastic Models; Jan1997, Vol. 13 Issue 4, p867-885, 19p
- Publication Year :
- 1997
Details
- Language :
- English
- ISSN :
- 08820287
- Volume :
- 13
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Communications in Statistics. Stochastic Models
- Publication Type :
- Academic Journal
- Accession number :
- 76209640
- Full Text :
- https://doi.org/10.1080/15326349708807455