Extracting market information from equity options with exponential Lévy processes (Q1994305)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extracting market information from equity options with exponential Lévy processes |
scientific article |
Statements
Extracting market information from equity options with exponential Lévy processes (English)
0 references
1 November 2018
0 references
risk-neutral density
0 references
exponential Lévy processes
0 references
pricing kernel
0 references
relative risk-aversion coefficient
0 references
