Tempered stable processes with time-varying exponential tails (Q5072913)
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scientific article; zbMATH DE number 7518203
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| default for all languages | No label defined |
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| English | Tempered stable processes with time-varying exponential tails |
scientific article; zbMATH DE number 7518203 |
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Tempered stable processes with time-varying exponential tails (English)
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5 May 2022
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option pricing
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stochastic exponential tail
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volatility of volatility
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normal tempered stable distribution
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Lévy process
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0.7777960896492004
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0.7583586573600769
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0.7506853938102722
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0.7472842931747437
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