Option pricing in an exponential mixedts Lévy process (Q1703561): Difference between revisions

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Property / cites work: Mixed tempered stable distribution / rank
 
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Property / cites work: Q5615180 / rank
 
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Property / cites work: Q4219536 / rank
 
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Latest revision as of 04:50, 11 December 2024

scientific article
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English
Option pricing in an exponential mixedts Lévy process
scientific article

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    Option pricing in an exponential mixedts Lévy process (English)
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    2 March 2018
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    exponential Lévy process
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    mixed tempered stable
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    R package
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    calibration
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