Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmaa.2014.10.033
@@ Property / DOI: 10.1016/j.jmaa.2014.10.033 / rank @@
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+https://doi.org/10.1016/j.jmaa.2014.10.033
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@@ Property / cites work @@
+Q5294262
@@ Property / cites work: Q5294262 / rank @@
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@@ Property / cites work @@
+Pricing VXX option with default risk and positive volatility skew
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+Processes of normal inverse Gaussian type
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+Statistical estimation of Lévy-type stochastic volatility models
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+Pricing average options under time-changed Lévy processes
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+Q5297394
@@ Property / cites work: Q5297394 / rank @@
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@@ Property / DOI @@
+.1016/J.JMAA.2014.10.033
@@ Property / DOI: 10.1016/J.JMAA.2014.10.033 / rank @@
+Normal rank