Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438): Difference between revisions
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Revision as of 02:10, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility |
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Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (English)
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31 October 2014
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normal tempered stable
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Lévy model
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option pricing
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hedging
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stochastic volatility
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