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

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.aml.2009.05.008 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2081181141 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hyperbolic distributions in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2782356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility for Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4331490 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The cumulant process and Esscher's change of measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Esscher transforms and the minimal entropy martingale measure for exponential Lévy models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Options to expand and to contract in combination / rank
 
Normal rank

Latest revision as of 00:59, 2 July 2024

scientific article
Language Label Description Also known as
English
The quintessential option pricing formula under Lévy processes
scientific article

    Statements

    The quintessential option pricing formula under Lévy processes (English)
    0 references
    0 references
    14 October 2009
    0 references
    Lévy processes
    0 references
    pseudo-differential operators
    0 references
    option pricing
    0 references

    Identifiers