Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438)
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scientific article; zbMATH DE number 6363021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility |
scientific article; zbMATH DE number 6363021 |
Statements
Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (English)
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31 October 2014
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normal tempered stable
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Lévy model
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option pricing
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hedging
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stochastic volatility
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0.9396524
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0.92671126
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0.9205982
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0.90887487
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0.8935956
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