Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909)
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scientific article; zbMATH DE number 7518201
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| English | Additive normal tempered stable processes for equity derivatives and power-law scaling |
scientific article; zbMATH DE number 7518201 |
Statements
Additive normal tempered stable processes for equity derivatives and power-law scaling (English)
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5 May 2022
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additive process
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volatility surface
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calibration
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0.7272840142250061
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0.7253201603889465
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0.7166066765785217
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0.7162954807281494
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