Pricing of options on stocks driven by multi-dimensional operator stable Levy processes (Q6469321)

From MaRDI portal





scientific article; zbMATH DE number 900057852
Language Label Description Also known as
default for all languages
No label defined
    English
    Pricing of options on stocks driven by multi-dimensional operator stable Levy processes
    scientific article; zbMATH DE number 900057852

      Statements

      20 December 2004
      0 references
      math-ph
      0 references
      math.MP
      0 references
      q-fin.PR
      0 references
      0 references
      0 references

      Identifiers