Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063)
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scientific article; zbMATH DE number 6227339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing by mean correcting method for non-Gaussian Lévy processes |
scientific article; zbMATH DE number 6227339 |
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Option pricing by mean correcting method for non-Gaussian Lévy processes (English)
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15 November 2013
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non-Gaussian Lévy processes
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mean correcting method
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option pricing
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