Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance
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Publication:3404096
DOI10.1080/14697680902748506zbMath1188.91212MaRDI QIDQ3404096
Publication date: 5 February 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/12186
60G51: Processes with independent increments; Lévy processes
91G20: Derivative securities (option pricing, hedging, etc.)
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