Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282)
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scientific article; zbMATH DE number 7798630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps |
scientific article; zbMATH DE number 7798630 |
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Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (English)
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2 February 2024
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stock loans
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Lèvy-\(\alpha\)-stable process
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jump diffusions
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fractional-partial-integro-differential equation
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PCGNR method
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