Option pricing proposals under the generalized hyperbolic model

Communications in Statistics. Part C: Stochastic Models

Volumn 13, Issue 4, 1997, Pages 867-885

  Rejman, Aleksander ^a   Weron, Aleksander ^a   Weron, Rafał ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Cox Ross Rubinstein model; Generalized hyperbolic distribution; Option pricing; Randomization

Indexed keywords

EID: 3843127260     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349708807455     Document Type: Article

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