Amanote Research

Amanote Research

    RegisterSign In

Option Pricing in a Conditional Bilateral Gamma Model

SSRN Electronic Journal
doi 10.2139/ssrn.2046478
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2012

Authors
Fabio BelliniLorenzo Mercuri
Publisher

Elsevier BV


Related search

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Option Pricing Under the Variance Gamma Process

SSRN Electronic Journal
2004English

Binomial Option Pricing Model

2007English

Option Pricing Under a Stressed-Beta Model

Annals of Finance
EconomicsEconometricsFinance
2009English

Cliquet Option Pricing in a Jump-Diffusion Lévy Model

Modern Stochastics: Theory and Applications
ModelingStatisticsUncertaintyProbabilitySimulation
2018English

Option Pricing With a Dividend General Equilibrium Model

SSRN Electronic Journal
2000English

The Accelerated Binomial Option Pricing Model

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1991English

Option Pricing Under a Double Exponential Jump Diffusion Model

SSRN Electronic Journal
2001English

Option Pricing

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy