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Search: subject_exact:"Levy process"
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Lévy process
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option pricing
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
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2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
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3
Pricing currency call options
Abraham, Rebecca
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2271-2289
Persistent link: https://www.econbiz.de/10011911640
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4
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
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