Option pricing under some Lévy-like stochastic processes
type: Item
instance of: scholarly article
title: Option pricing under some Lévy-like stochastic processes
zbMATH Open document ID: 1203.91279
author: Rossella Agliardi
published in: Applied Mathematics Letters
publication date: 2011-01-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 5839416
zbMATH Keywords: Lévy processes
zbMATH Keywords: pseudo differential operators
zbMATH Keywords: option pricing
zbMATH Keywords: smile
MaRDI profile type: Publication
full work available at URL: j.aml.2010.11.015
OpenAlex ID: W2052245368
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DOI: 10.1016/J.AML.2010.11.015
description: scientific article; zbMATH DE number 5839416