Option pricing in stochastic volatility models driven by fractional Lévy processes
Zhigang Tong
| Year of publication: |
2016
|
|---|---|
| Authors: | Tong, Zhigang |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 5.2016, 1, p. 56-75
|
| Subject: | option pricing | stochastic volatility | Lévy-driven OU process | fractional Lévy | fractional calculus | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011589165