APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080): Difference between revisions
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Revision as of 11:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING |
scientific article |
Statements
APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (English)
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19 May 2010
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Lévy process
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pricing of derivative securities
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hyperexponential jump-diffusion process
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CGMY/KoBol model
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barrier options
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