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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Additive normal tempered stable processes for equity derivatives and power-law scaling
scientific article; zbMATH DE number 7518201

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    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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