Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502)
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scientific article; zbMATH DE number 6754924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models |
scientific article; zbMATH DE number 6754924 |
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Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (English)
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31 July 2017
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realized variance
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option pricing
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Lévy processes
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approximation
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