Option pricing under stochastic volatility and tempered stable Lévy jumps

Tsvetelin S. Zaevski; Young Shin Kim; Frank J. Fabozzi

Year of publication:	2013
Authors:	Zaevski, Tsvetelin S. ; Kim, Young Shin ; Fabozzi, Frank J.
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 31.2014, p. 101-108
Subject:	Stochastic volatility \| Tempered stable process \| Risk-neutral measure \| Jump behavior \| Option pricing \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process

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