Option pricing for symmetric Lévy returns with applications (Q2398586): Difference between revisions
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Revision as of 05:24, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for symmetric Lévy returns with applications |
scientific article |
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Option pricing for symmetric Lévy returns with applications (English)
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16 August 2017
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symmetric distribution
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Lévy processes
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equivalent martingale measure
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risk-neutral pricing
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option pricing
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variance gamma process
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normal inverse Gaussian process
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