The quintessential option pricing formula under Lévy processes
type: Item
instance of: scholarly article
title: The quintessential option pricing formula under Lévy processes
zbMATH Open document ID: 1171.91338
author: Rossella Agliardi
published in: Applied Mathematics Letters
publication date: 2009-10-14T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 5615136
zbMATH Keywords: Lévy processes
zbMATH Keywords: pseudo-differential operators
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: j.aml.2009.05.008
OpenAlex ID: W2081181141
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cites work: Option pricing: A simplified approach
cites work: Options to expand and to contract in combination
DOI: 10.1016/J.AML.2009.05.008
description: scientific article; zbMATH DE number 5615136