Laplace transform approach to option pricing for time-changed Brownian models (Q5267902)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6730520
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Laplace transform approach to option pricing for time-changed Brownian models |
scientific article; zbMATH DE number 6730520 |
Statements
Laplace transform approach to option pricing for time-changed Brownian models (English)
0 references
13 June 2017
0 references
Fourier transform
0 references
Laplace transform
0 references
option pricing
0 references
time-changed Brownian models
0 references
0 references
0 references
0.7934585213661194
0 references
0.7886952757835388
0 references
0.7828354239463806
0 references
0.7647655010223389
0 references
