Laplace transform approach to option pricing for time-changed Brownian models (Q5267902)
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scientific article; zbMATH DE number 6730520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace transform approach to option pricing for time-changed Brownian models |
scientific article; zbMATH DE number 6730520 |
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Laplace transform approach to option pricing for time-changed Brownian models (English)
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13 June 2017
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Fourier transform
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Laplace transform
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option pricing
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time-changed Brownian models
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