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scientific article; zbMATH DE number 6746148 - MaRDI portal

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Publication:5276409

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zbMATH Open1374.91124MaRDI QIDQ5276409

Chunfa Wang, Rong-Da Chen

Publication date: 14 July 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

Fourier transform Lévy processes option pricing Markov regime switching Fourier cosine expansion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions ⋮ Title not available (Why is that?)

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