scientific article; zbMATH DE number 6839455

zbMath1408.91226MaRDI QIDQ4603524

Jia Yue, Ming-hui Wang, Nan-Jing Huang

Publication date: 15 February 2018

Full work available at URL: http://www.yokohamapublishers.jp/online2/opjnca/vol18/p1153.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatilityLévy processmulti-asset optionrisk-neutral pricingmultivariate norm tempered stable process

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

This page was built for publication: