Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing (Q2267602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing |
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Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing (English)
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1 March 2010
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uniform convergence
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option pricing for Lévy processes
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empirical option pricing formula
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