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Latest revision as of 22:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging in Exponential Lévy Models: Review of Recent Results |
scientific article |
Statements
Pricing and Hedging in Exponential Lévy Models: Review of Recent Results (English)
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14 December 2010
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Lévy processes
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exponential Lévy models
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absence of arbitrage
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Esscher transform
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implied volatility
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smile modeling
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quadratic hedging
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