Truncated moment-generating functions of the NIG process and their applications (Q4975320)
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scientific article; zbMATH DE number 6756837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated moment-generating functions of the NIG process and their applications |
scientific article; zbMATH DE number 6756837 |
Statements
Truncated moment-generating functions of the NIG process and their applications (English)
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4 August 2017
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normal-inverse Gaussian process Lévy process
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truncated moment-generating function
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option pricing
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Humbert series
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