CBI-Time-Changed Lévy Processes
Year of publication: |
[2022]
|
---|---|
Authors: | Fontana, Claudio ; Gnoatto, Alessandro ; Szulda, Guillaume |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4118468 [DOI] |
Classification: | C02 - Mathematical Methods ; C65 - Miscellaneous Mathematical Tools |
Source: | ECONIS - Online Catalogue of the ZBW |
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