Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Analytical Approach to Value Options with State Variables of a Lévy System - MaRDI portal

Analytical Approach to Value Options with State Variables of a Lévy System

From MaRDI portal

Publication:4421494

Jump to:navigation, search

DOI10.1023/A:1024525216175zbMath1050.91047MaRDI QIDQ4421494

Nguyen Thanh Long

Publication date: 28 August 2003

Published in: Review of Finance (Search for Journal in Brave)

zbMATH Keywords

Fourier transform option pricing characteristic function jump-diffusion process

Mathematics Subject Classification ID

Related Items (1)

Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison

This page was built for publication: Analytical Approach to Value Options with State Variables of a Lévy System

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4421494&oldid=18453994"