Tempered stable process, first passage time, and path-dependent option pricing (Q1722755): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:35, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempered stable process, first passage time, and path-dependent option pricing |
scientific article |
Statements
Tempered stable process, first passage time, and path-dependent option pricing (English)
0 references
18 February 2019
0 references
Lévy process
0 references
tempered stable process
0 references
first passage time
0 references
barrier option pricing
0 references
perpetual American option pricing
0 references
