Option pricing with time-changed Lévy processes
Year of publication: |
2013
|
---|---|
Authors: | Klingler, Sven ; Kim, Young Shin ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 13/15, p. 1231-1238
|
Subject: | option pricing | stochastic volatility | stochastic-time change | Lévy processes | tempered stable distributions | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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