Tempered stable process, first passage time, and path-dependent option pricing (Q1722755)
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scientific article; zbMATH DE number 7024663
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tempered stable process, first passage time, and path-dependent option pricing |
scientific article; zbMATH DE number 7024663 |
Statements
Tempered stable process, first passage time, and path-dependent option pricing (English)
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18 February 2019
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Lévy process
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tempered stable process
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first passage time
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barrier option pricing
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perpetual American option pricing
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0.7259526252746582
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0.712020993232727
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0.7107937335968018
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0.7088082432746887
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0.7061263918876648
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