Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120): Difference between revisions
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Revision as of 00:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression |
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Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (English)
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30 September 2014
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option pricing
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Lévy process
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nonlinear regression
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asymptotic expansion
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