Pages that link to "Item:Q5072909"

The following pages link to Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909):

Displaying 3 items.

• A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
• Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)