European option pricing under the Student's \(t\) noise with jumps (Q1620416): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/j.physa.2016.11.131 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.PHYSA.2016.11.131 / rank
 
Normal rank

Latest revision as of 23:03, 10 December 2024

scientific article
Language Label Description Also known as
English
European option pricing under the Student's \(t\) noise with jumps
scientific article

    Statements

    European option pricing under the Student's \(t\) noise with jumps (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    13 November 2018
    0 references
    risk preference
    0 references
    option pricing under the incomplete information
    0 references
    minimal mean-square-error hedging
    0 references
    value-at-risk
    0 references
    implied-volatility-smiles
    0 references

    Identifiers