Risk adjustments of option prices under time-changed dynamics (Q2879017)
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scientific article; zbMATH DE number 6340758
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| default for all languages | No label defined |
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| English | Risk adjustments of option prices under time-changed dynamics |
scientific article; zbMATH DE number 6340758 |
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Risk adjustments of option prices under time-changed dynamics (English)
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5 September 2014
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analytical approximation
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price-risk adjustments
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Lévy processes
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stochastic volatility
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affine models
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calibration
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asset pricing
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contingent pricing
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futures pricing
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0.9067275
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0.8994663
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0.89937127
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0.8889391
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0.88636553
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0.8826074
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