Exponential stock models driven by tempered stable processes (Q2451785)
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scientific article; zbMATH DE number 6300658
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exponential stock models driven by tempered stable processes |
scientific article; zbMATH DE number 6300658 |
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Exponential stock models driven by tempered stable processes (English)
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4 June 2014
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exponential stock model
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tempered stable process
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bilateral Esscher transform
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option pricing
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0.8556647300720215
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0.8154564499855042
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0.8021929860115051
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0.7805443406105042
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0.7777960896492004
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