The quintessential option pricing formula under Lévy processes (Q735135): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.aml.2009.05.008
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+W2081181141
@@ Property / OpenAlex ID: W2081181141 / rank @@
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@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782356
@@ Property / cites work: Q2782356 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4331490
@@ Property / cites work: Q4331490 / rank @@
+Normal rank
@@ Property / cites work @@
+The cumulant process and Esscher's change of measure
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+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Options to expand and to contract in combination
@@ Property / cites work: Options to expand and to contract in combination / rank @@
+Normal rank