Lewis model revisited: option pricing with Lévy processes
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Publication:2021615
DOI10.1007/s40840-020-01025-3zbMath1464.62415OpenAlexW3089202561MaRDI QIDQ2021615
Mehmet Fuat Beyazit, Kemal Ilgar Eroglu
Publication date: 27 April 2021
Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40840-020-01025-3
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Foundations of stochastic processes (60G05)
Cites Work
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