Skewness Premium with Lévy Processes
Year of publication: |
2009-03-04
|
---|---|
Authors: | Fajardo, José ; Mordecki, Ernesto |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Skewnes Premium | Lévy Processes |
-
Barrier style contracts under Lévy processes: An alternative approach
Fajardo, José, (2015)
-
Skewness Premium with Lévy Processes
Fajardo, José, (2006)
-
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E., (2009)
- More ...
-
Duality and symmetry with time-changed Lévy processes
Fajardo, José, (2008)
-
Skewness premium with Lévy processes
Fajardo, José, (2014)
-
Duality and symmetry with time-changed Lévy processes
Fajardo, José, (2008)
- More ...