On a Heath-Jarrow-Morton approach for stock options (Q2516770)
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scientific article; zbMATH DE number 6469674
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a Heath-Jarrow-Morton approach for stock options |
scientific article; zbMATH DE number 6469674 |
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On a Heath-Jarrow-Morton approach for stock options (English)
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4 August 2015
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Heath-Jarrow-Morton
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option price surfaces
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Lévy processes
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0.8472696
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0.84712344
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0.84555674
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0.84413016
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0.8440031
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0.84387326
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