American option valuation under time changed tempered stable Lévy processes (Q1620146): Difference between revisions
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Revision as of 10:08, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option valuation under time changed tempered stable Lévy processes |
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American option valuation under time changed tempered stable Lévy processes (English)
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13 November 2018
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stylized facts
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tempered stable processes
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Fourier-cosine technique
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improved particle swarm optimization
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