Option pricing in an exponential mixedts Lévy process (Q1703561)

From MaRDI portal
Revision as of 04:50, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Option pricing in an exponential mixedts Lévy process
scientific article

    Statements

    title
    Option pricing in an exponential mixedts Lévy process (English)
    0 references
    author
    Lorenzo Mercuri
    0 references
    Edit Rroji
    0 references
    publication date
    2 March 2018
    0 references
    zbMATH Keywords
    exponential Lévy process
    0 references
    mixed tempered stable
    0 references
    R package
    0 references
    calibration
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60G51
    0 references
    60G44
    0 references
    62P05
    0 references
    91-04
    0 references
    zbMATH DE Number
    6846276
    0 references
    Wikidata QID
    Q115605363
    0 references
    OpenAlex ID
    W2184018645
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1703561&oldid=38707352"
    Powered by MediaWiki