#3048. Additive logistic processes in option pricing

November 2026publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript3510 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Statistics and Probability;
Finance;
Statistics, Probability and Uncertainty;
Places in the authors’ list:
place 1place 2place 3place 4
FreeFreeFreeFree
1050 $940 $820 $700 $
Contract №3048.1 Contract №3048.2 Contract №3048.3 Contract №3048.4
1 place - free (for sale)
2 place - free (for sale)
3 place - free (for sale)
4 place - free (for sale)

Abstract:
In this article, we start with two simple no-arbitrage scoring equations inspired by the log sum exponential function and the vector norm. Such expressions lead, respectively, to the logistic and dagum (or log-asymmetric logistic) risk-neutral distributions of the price of the underlying security.
Keywords:
Additive processes; Dagum distribution; Derivative pricing; Generalised z-distributions; Logistic distribution

Contacts :
0