American option valuation under time changed tempered stable Lévy processes (Q1620146)
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scientific article; zbMATH DE number 6978651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American option valuation under time changed tempered stable Lévy processes |
scientific article; zbMATH DE number 6978651 |
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American option valuation under time changed tempered stable Lévy processes (English)
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13 November 2018
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stylized facts
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tempered stable processes
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Fourier-cosine technique
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improved particle swarm optimization
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0.90627533
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0.9059875
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0.89663845
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0.89242446
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0.89211905
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0.8901849
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0.8897864
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0.88872546
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0.8873527
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