Feller processes of normal inverse Gaussian type

DOI10.1088/1469-7688/1/3/303zbMath1077.47053OpenAlexW2126799636WikidataQ115169500 ScholiaQ115169500MaRDI QIDQ4659187

Aubrey Truman, Niels Jacob

Publication date: 21 March 2005

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/1/3/303

zbMATH Keywords

subordinationWeyl calculusoption pricingturbulencesymbolic calculusBlack-Scholes equationpseudo-differential operators

Mathematics Subject Classification ID

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