The quintessential option pricing formula under Lévy processes (Q735135): Difference between revisions

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+Hyperbolic distributions in finance
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+Normal rank
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+Q2782356
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+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
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+Q4331490
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+The cumulant process and Esscher's change of measure
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+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Options to expand and to contract in combination
@@ Property / cites work: Options to expand and to contract in combination / rank @@
+Normal rank