Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120)
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: Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression |
scientific article; zbMATH DE number 6349828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression |
scientific article; zbMATH DE number 6349828 |
Statements
Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (English)
0 references
30 September 2014
0 references
option pricing
0 references
Lévy process
0 references
nonlinear regression
0 references
asymptotic expansion
0 references
0 references
0 references
0 references
