A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145): Difference between revisions
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Revision as of 14:59, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral estimation of tempered stable stochastic volatility models and option pricing |
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A spectral estimation of tempered stable stochastic volatility models and option pricing (English)
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30 December 2012
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empirical characteristic function
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stochastic volatility
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infinite-activity jumps
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option pricing
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continuous GMM
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