Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502)
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: Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models |
scientific article; zbMATH DE number 6754924
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models |
scientific article; zbMATH DE number 6754924 |
Statements
Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (English)
0 references
31 July 2017
0 references
realized variance
0 references
option pricing
0 references
Lévy processes
0 references
approximation
0 references
0 references
0 references
0 references
0.9087304
0 references
0.90197754
0 references
0.8940187
0 references
0 references
0.8935288
0 references
0.8847482
0 references
0.88464606
0 references
0.8835863
0 references
0.8833946
0 references
0.8817749
0 references
