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Exchange Option Pricing Under Variance Gamma-Like Models

Year of publication

2023

Authors

Gardini, Matteo; Sabino, Piergiacomo

Organizations and authors

University of Helsinki

Sabino Piergiacomo

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal/Series

Applied Mathematical Finance

Parent publication name

Applied Mathematical Finance

Volume

29

Issue

6

Pages

494–521

ISSN

Publication forum

Publication forum level

1

Open access

Open access in the publisher’s service

No

Self-archived

No

Other information

Fields of science

Statistics and probability

Keywords

[object Object],[object Object],[object Object],[object Object]

Publication country

United Kingdom

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

Yes

DOI

10.1080/1350486X.2023.2248791

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes