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On a Heath-Jarrow-Morton approach for stock options - MaRDI portal

On a Heath-Jarrow-Morton approach for stock options (Q2516770)

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On a Heath-Jarrow-Morton approach for stock options
scientific article

    Statements

    title
    On a Heath-Jarrow-Morton approach for stock options (English)
    0 references
    author
    Jan Kallsen
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    Paul Krühner
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    publication date
    4 August 2015
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    zbMATH Keywords
    Heath-Jarrow-Morton
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    option price surfaces
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    Lévy processes
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G51
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    91G30
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    zbMATH DE Number
    6469674
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    OpenAlex ID
    W2146707610
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    arXiv ID
    1305.5621
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