OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (Q4522657): Difference between revisions

@@ Property / author @@
-Sergei Levendorskii
@@ Property / author: Sergei Levendorskii / rank @@
-Normal rank
@@ Property / author @@
+Sergei Levendorskii
@@ Property / author: Sergei Levendorskii / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024900000541
+Normal rank
@@ Property / OpenAlex ID @@
+W2018952448
@@ Property / OpenAlex ID: W2018952448 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4522657