Back to Results
First PageMeta Content
Options / Stochastic volatility / Black–Scholes / Jump diffusion / Lévy process / Volatility / Brownian motion / Wiener process / Compound Poisson process / Statistics / Stochastic processes / Mathematical finance


Time-Changed L´evy Processes and Option Pricing∗ Peter Carra, †, Liuren Wub, ‡ a Courant Institute, New York University, 251 Mercer Street, New York, NY 10012
Add to Reading List

Document Date: 2009-05-21 17:41:33

Open Document

File Size: 193,07 KB

Share Result on Facebook

City

Boston / New York / /

/

Facility

Fordham University / New York University / /

/

IndustryTerm

finance literature / finance / characteristic function technology / /

Organization

Rutgers / New York University / Fordham University / Courant Institute / /

Person

Massoud Heidari / Marek Musiela / Dempster / Schroder / G. William Schwert / Peter Carra / Bakshi / Jing-Zhi Huang / Yuri Kabanov / Hong / Albert Shiryaev / /

/

Position

editor / Cao / /

ProgrammingLanguage

L / /

ProvinceOrState

New York / /

TVStation

Kyle / /

Technology

characteristic function technology / FFT technology / PDF / /

SocialTag