PIDE associated with European options and Lévy copulas
碩士 === 國立臺灣大學 === 數學研究所 === 94 === This paper reviews some resent work on financial models with Lévy processes and derives the PIDE''s related to European option pricing. Lévy copulas are functions that completely characterize the distribution of a mutidimensional Lévy processes given the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55142303100831810699 |