Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863)
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scientific article; zbMATH DE number 7545107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing foreign equity option under stochastic volatility tempered stable Lévy processes |
scientific article; zbMATH DE number 7545107 |
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Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (English)
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20 June 2022
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stochastic volatility
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tempered stable Lévy process
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foreign equity option
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