DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS |
scientific article |
Statements
DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (English)
0 references
15 March 2019
0 references
asset pricing
0 references
Lévy models
0 references
Lévy processes
0 references
Lévy exponent
0 references
exponential moments
0 references
option pricing
0 references
option replication
0 references
power payoffs
0 references
0 references
0 references
