PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831)
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scientific article; zbMATH DE number 5052910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES |
scientific article; zbMATH DE number 5052910 |
Statements
PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (English)
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12 September 2006
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first touch digitals
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normal inverse Gaussian processes
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jump-diffusions
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Lévy processes
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fast pricing
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