Option pricing for time-change exponential Lévy model under MEMM (Q2480093): Difference between revisions
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Revision as of 21:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for time-change exponential Lévy model under MEMM |
scientific article |
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Option pricing for time-change exponential Lévy model under MEMM (English)
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31 March 2008
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option pricing
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Lévy processes
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time-change
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subordination
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MEMM
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