Option Pricing with Mixed Lévy Subordinated Price Process and Implied Probability Weighting Function

The Journal of Derivatives, Vol. 28, Issue 2, Winter 2020
 

Author(s):

Abootaleb Shirvani

Department of Mathematics and Statistics at Texas Tech University in Lubbock, TX

Yuan Hu

Department of Mathematics and Statistics at Texas Tech University in Lubbock, TX. (yuan.hu@ttu.edu)

Svetlozar T. Rachev

Professor of quantitative finance in the Department of Mathematics and Statistics at Texas Tech University in Lubbock, TX

Frank J. Fabozzi

EDHEC Business School

The Journal of Derivatives, Vol. 28, Issue 2, Winter 2020
 

Type: Academic publication
Date: le 01/12/2020
Research Cluster : Finance
Source : The Journal of Derivatives

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