The bilateral Gamma motion: Calibration and option pricing.
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- Frontiers of Mathematical Finance, 2024, v. 3, n. 3, p. 1, doi. 10.3934/fmf.2024013
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Works matching IS 27696715 AND DT 2024 AND VI 3 AND IP 3
Results: 4
1
2
Rational hedging with a diversity of implied volatilities.
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- Frontiers of Mathematical Finance, 2024, v. 3, n. 3, p. 1, doi. 10.3934/fmf.2024009
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3
Convergence results for approximations with independent variables.
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- Frontiers of Mathematical Finance, 2024, v. 3, n. 3, p. 1, doi. 10.3934/fmf.2024014
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- Article
4
Collective dynamic risk measures.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 3, p. 1, doi. 10.3934/fmf.2024012
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- Publication type:
- Article