DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS |
scientific article |
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DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (English)
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15 March 2019
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asset pricing
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Lévy models
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Lévy processes
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Lévy exponent
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exponential moments
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option pricing
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option replication
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power payoffs
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