Sato processes and the valuation of structured products (Q3182646)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sato processes and the valuation of structured products |
scientific article |
Statements
Sato processes and the valuation of structured products (English)
0 references
12 October 2009
0 references
equity options
0 references
Lévy process
0 references
mathematical finance
0 references
stochastic volatility
0 references
stochastic processes
0 references
0 references
0 references
