Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120)
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scientific article; zbMATH DE number 6349828
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| English | Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression |
scientific article; zbMATH DE number 6349828 |
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Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (English)
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30 September 2014
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option pricing
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Lévy process
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nonlinear regression
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asymptotic expansion
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0.8512283563613892
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0.7887348532676697
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0.7875321507453918
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0.7757461071014404
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0.7735603451728821
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