Analytical Approach to Value Options with State Variables of a Lévy System (Q4421494)
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scientific article; zbMATH DE number 1972140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical Approach to Value Options with State Variables of a Lévy System |
scientific article; zbMATH DE number 1972140 |
Statements
Analytical Approach to Value Options with State Variables of a Lévy System (English)
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28 August 2003
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characteristic function
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Fourier transform
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jump-diffusion process
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option pricing
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