Pricing and Hedging in Exponential Lévy Models: Review of Recent Results (Q3061149): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:46, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging in Exponential Lévy Models: Review of Recent Results |
scientific article |
Statements
Pricing and Hedging in Exponential Lévy Models: Review of Recent Results (English)
0 references
14 December 2010
0 references
Lévy processes
0 references
exponential Lévy models
0 references
absence of arbitrage
0 references
Esscher transform
0 references
implied volatility
0 references
smile modeling
0 references
quadratic hedging
0 references
