The quintessential option pricing formula under Lévy processes (Q735135)
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scientific article; zbMATH DE number 5615136
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The quintessential option pricing formula under Lévy processes |
scientific article; zbMATH DE number 5615136 |
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The quintessential option pricing formula under Lévy processes (English)
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14 October 2009
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Lévy processes
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pseudo-differential operators
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option pricing
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0.8262272477149963
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0.8102089762687683
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0.794112503528595
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0.7894282937049866
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