SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058): Difference between revisions
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Revision as of 11:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SELF-DECOMPOSABILITY AND OPTION PRICING |
scientific article |
Statements
SELF-DECOMPOSABILITY AND OPTION PRICING (English)
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8 June 2007
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additive processes
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scaling
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background driving Lévy processes
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Ornstein-Uhlenbeck processes
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