Lévy processes driven by stochastic volatility
| Year of publication: |
2005
|
|---|---|
| Authors: | Chourdakis, Kyriakos |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 4, p. 333-352
|
| Publisher: |
Springer |
| Subject: | Lévy process | Markov chain | Option pricing | Stochastic volatility | Characteristic function | Jump diffusion | Volatility smile | Volatility skew |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727038