Feller processes of normal inverse Gaussian type (Q4646489)
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scientific article; zbMATH DE number 7001038
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| English | Feller processes of normal inverse Gaussian type |
scientific article; zbMATH DE number 7001038 |
Statements
Feller processes of normal inverse Gaussian type (English)
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14 January 2019
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normal inverse Gaussian Lévy processes
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Feller processes
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pseudo-differential operators
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Black-Scholes equation
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0.7829743027687073
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0.7793561220169067
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0.7660947442054749
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0.7660661339759827
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0.7598555088043213
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