Robust willow tree method under Lévy processes (Q6098950)

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scientific article; zbMATH DE number 7697406
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English
Robust willow tree method under Lévy processes
scientific article; zbMATH DE number 7697406

    Statements

    title
    Robust willow tree method under Lévy processes (English)
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    publication date
    19 June 2023
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    zbMATH Keywords
    option pricing
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    willow tree
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    Lévy process
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    characteristic function
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    trapezoidal formula
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    Identifiers

    zbMATH DE Number
    7697406
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