Stochastic Volatility for Lévy Processes (Q4812839)
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scientific article; zbMATH DE number 2094451
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Volatility for Lévy Processes |
scientific article; zbMATH DE number 2094451 |
Statements
Stochastic Volatility for Lévy Processes (English)
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23 August 2004
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stock price models
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stochastic exponentials
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martingale models
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0.8483284115791321
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0.8216053247451782
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0.8194181323051453
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0.8050988912582397
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0.801689624786377
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