PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831): Difference between revisions

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Revision as of 20:05, 24 June 2024

scientific article; zbMATH DE number 5052910
Language Label Description Also known as
English
PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES
scientific article; zbMATH DE number 5052910

    Statements

    PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (English)
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    12 September 2006
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    first touch digitals
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    normal inverse Gaussian processes
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    jump-diffusions
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    Lévy processes
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    fast pricing
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