Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Q4603524 - MaRDI portal

No label defined (Q4603524)

From MaRDI portal
scientific article; zbMATH DE number 6839455
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 6839455

    Statements

    author
    Jia Yue
    0 references
    Ming-hui Wang
    0 references
    Nan-Jing Huang
    0 references
    publication date
    15 February 2018
    0 references
    zbMATH Keywords
    multivariate norm tempered stable process
    0 references
    multi-asset option
    0 references
    stochastic volatility
    0 references
    Lévy process
    0 references
    risk-neutral pricing
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    62P05
    0 references
    62H10
    0 references
    60J65
    0 references
    60G51
    0 references
    zbMATH DE Number
    6839455
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4603524&oldid=28763270"
    Powered by MediaWiki