A spectral element framework for option pricing under general exponential Lévy processes (Q395363)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A spectral element framework for option pricing under general exponential Lévy processes |
scientific article; zbMATH DE number 6251797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral element framework for option pricing under general exponential Lévy processes |
scientific article; zbMATH DE number 6251797 |
Statements
A spectral element framework for option pricing under general exponential Lévy processes (English)
0 references
29 January 2014
0 references
Lévy processes
0 references
spectral element methods
0 references
partial-integro differential equation
0 references
variance gamma
0 references
option pricing
0 references
0 references
0 references
0.9039985
0 references
0.90257585
0 references
0.9006262
0 references
0.89997846
0 references
0.8985703
0 references
0.8964821
0 references
0.89490247
0 references
0.8946219
0 references
