Tangent Lévy market models
Year of publication: |
2011
|
---|---|
Authors: | Carmona, René ; Nadtochiy, Sergey |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 1, p. 63-104
|
Subject: | Tangent model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
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