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Option pricing proposals under the generalized hyperbolic model.

Authors :
Rejman, Aleksander
Aleksander, Weron
Weron, Rafal
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