Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes
scientific article

    Statements

    Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (English)
    0 references
    0 references
    0 references
    0 references
    20 June 2022
    0 references
    stochastic volatility
    0 references
    tempered stable Lévy process
    0 references
    foreign equity option
    0 references

    Identifiers