GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (Q2814674)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING |
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GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (English)
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22 June 2016
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Ornstein-Uhlenbeck process
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Lévy process
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intertemporal joint distribution
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multivariate characteristic function
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asymptotic analysis
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discretely monitored path-dependent option
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