Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674)
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scientific article; zbMATH DE number 6596757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing |
scientific article; zbMATH DE number 6596757 |
Statements
22 June 2016
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Ornstein-Uhlenbeck process
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Lévy process
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intertemporal joint distribution
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multivariate characteristic function
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asymptotic analysis
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discretely monitored path-dependent option
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Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (English)
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