FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (Q3523549): Difference between revisions
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Revision as of 16:09, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS |
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FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (English)
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3 September 2008
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random walks
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Levy processes, scaling theory, option pricing
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