Pages that link to "Item:Q5072909"
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The following pages link to Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909):
Displaying 4 items.
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)
- Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)