Risk adjustments of option prices under time-changed dynamics (Q2879017)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk adjustments of option prices under time-changed dynamics |
scientific article |
Statements
Risk adjustments of option prices under time-changed dynamics (English)
0 references
5 September 2014
0 references
analytical approximation
0 references
price-risk adjustments
0 references
Lévy processes
0 references
stochastic volatility
0 references
affine models
0 references
calibration
0 references
asset pricing
0 references
contingent pricing
0 references
futures pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references