Additive normal tempered stable processes for equity derivatives and power-law scaling
Michele Azzone and Roberto Baviera
| Year of publication: |
2022
|
|---|---|
| Authors: | Azzone, Michele ; Baviera, Roberto |
| Subject: | Additive process | Calibration | Volatility surface | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1983200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167773