OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (Q4522657): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024900000541 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2018952448 / rank | |||
Normal rank | |||
Latest revision as of 10:39, 30 July 2024
scientific article; zbMATH DE number 1548406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING FOR TRUNCATED LÉVY PROCESSES |
scientific article; zbMATH DE number 1548406 |
Statements
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (English)
0 references
5 July 2001
0 references
Lévy processes
0 references
Black-Scholes equation
0 references
risk-minimizing portfolio
0 references
