Option pricing under some Lévy-like stochastic processes.

Rossella Agliardi

Published in: Appl. Math. Lett. (2011)

Keyphrases

stochastic processes
option pricing
stochastic process
random fields
real option
stock price
black scholes
probability distribution
decision analysis
black scholes model
random variables
long term
higher order
dynamic bayesian networks
markov random field