Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility
type: Item
instance of: scholarly article
title: Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility
zbMATH Open document ID: 1299.91145
author: Chenxi Liang
author: Shenghong Li
published in: Journal of Mathematical Analysis and Applications
publication date: 2014-10-31T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 6363021
zbMATH Keywords: normal tempered stable
zbMATH Keywords: Lévy model
zbMATH Keywords: option pricing
zbMATH Keywords: hedging
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
full work available at URL: j.jmaa.2014.10.033
OpenAlex ID: W2042702605
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DOI: 10.1016/J.JMAA.2014.10.033
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description: scientific article; zbMATH DE number 6363021