Pricing foreign equity option under stochastic volatility tempered stable Lévy processes
type: Item
instance of: scholarly article
title: Pricing foreign equity option under stochastic volatility tempered stable Lévy processes
zbMATH Open document ID: 1493.91126
author: Xiao-Li Gong
author: Xin-Tian Zhuang
published in: Physica A
publication date: 2022-06-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7545107
zbMATH Keywords: stochastic volatility
zbMATH Keywords: tempered stable Lévy process
zbMATH Keywords: foreign equity option
MaRDI profile type: MaRDI publication profile
full work available at URL: j.physa.2017.04.147
OpenAlex ID: W2611519206
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DOI: 10.1016/J.PHYSA.2017.04.147
description: scientific article; zbMATH DE number 7545107