FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (Q3523549): Difference between revisions
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| Property / arXiv ID: cond-mat/9710197 / rank | |||
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| Property / cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight / rank | |||
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| Property / cites work: The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Latest revision as of 15:01, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS |
scientific article |
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FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (English)
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3 September 2008
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random walks
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Levy processes, scaling theory, option pricing
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