Option pricing under some Lévy-like stochastic processes (Q617036)
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: Option pricing under some Lévy-like stochastic processes |
scientific article; zbMATH DE number 5839416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under some Lévy-like stochastic processes |
scientific article; zbMATH DE number 5839416 |
Statements
Option pricing under some Lévy-like stochastic processes (English)
0 references
20 January 2011
0 references
Lévy processes
0 references
pseudo differential operators
0 references
option pricing
0 references
smile
0 references
