European option pricing under the Student's \(t\) noise with jumps (Q1620416): Difference between revisions
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Revision as of 21:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing under the Student's \(t\) noise with jumps |
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European option pricing under the Student's \(t\) noise with jumps (English)
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13 November 2018
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risk preference
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option pricing under the incomplete information
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minimal mean-square-error hedging
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value-at-risk
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implied-volatility-smiles
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