American option valuation under time changed tempered stable Lévy processes (Q1620146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option valuation under time changed tempered stable Lévy processes |
scientific article |
Statements
American option valuation under time changed tempered stable Lévy processes (English)
0 references
13 November 2018
0 references
stylized facts
0 references
tempered stable processes
0 references
Fourier-cosine technique
0 references
improved particle swarm optimization
0 references
0 references
0 references
0 references
0 references
