Option pricing with mixed lévy subordinated price process and implied probability weighting function

Abootaleb Shirvani, Yuan Hu, Svetlozar Rachev, Frank Fabozzi

Research output: Contribution to journal › Article › peer-review

Cite this

@article{e4b97a84b87942198d5d1ee3d21e033c,

title = "Option pricing with mixed l{\'e}vy subordinated price process and implied probability weighting function",

author = "Abootaleb Shirvani and Yuan Hu and Svetlozar Rachev and Frank Fabozzi",

year = "2020",

language = "English",

journal = "Default journal",

publisher = "Current Opinion in Endocrinology Diabetes and Obesity",

}