Application of homotopy analysis method to option pricing under Lévy processes (Q2254307)
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scientific article; zbMATH DE number 6397548
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| English | Application of homotopy analysis method to option pricing under Lévy processes |
scientific article; zbMATH DE number 6397548 |
Statements
Application of homotopy analysis method to option pricing under Lévy processes (English)
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4 February 2015
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barrier options
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homotopy analysis method
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Lévy processes
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variance gamma model
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0.8096562623977661
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0.8026367425918579
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0.7978184819221497
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0.7967324256896973
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0.7905978560447693
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