Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility (Q5063882)
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: Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility |
scientific article; zbMATH DE number 7494588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility |
scientific article; zbMATH DE number 7494588 |
Statements
Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility (English)
0 references
21 March 2022
0 references
option pricing
0 references
Lévy model
0 references
stochastic volatility
0 references
normal tempered stable process
0 references
