Option pricing for symmetric Lévy returns with applications (Q2398586)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6760876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing for symmetric Lévy returns with applications |
scientific article; zbMATH DE number 6760876 |
Statements
Option pricing for symmetric Lévy returns with applications (English)
0 references
16 August 2017
0 references
symmetric distribution
0 references
Lévy processes
0 references
equivalent martingale measure
0 references
risk-neutral pricing
0 references
option pricing
0 references
variance gamma process
0 references
normal inverse Gaussian process
0 references
0 references
0 references
0.91445297
0 references
0.90595496
0 references
0 references
0.90117824
0 references
0.8953528
0 references
0.89198303
0 references
0.8909731
0 references
0.8884202
0 references
