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Option pricing in an exponential MixedTS Lévy process
Mercuri, Lorenzo
;
Roji, Edit
- In:
Advances of OR in commodities and financial modeling
,
(pp. 353-374)
.
2018
Persistent link: https://www.econbiz.de/10011871410
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Risk parity for mixed tempered stable distributed sources of risk
Mercuri, Lorenzo
;
Roji, Edit
- In:
Advances of OR in commodities and financial modeling
,
(pp. 375-393)
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2018
Persistent link: https://www.econbiz.de/10011871411
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