Open AccessBlack-Scholes Model under G-Lévy Process
Author(s) -
Yifei Xin,
Hong Zheng
Publication year - 2021
Publication title -
journal of applied mathematics and physics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2327-4379
pISSN - 2327-4352
DOI - 10.4236/jamp.2021.912209
Subject(s) - black–scholes model , mathematics , property (philosophy) , lévy process , stochastic differential equation , process (computing) , differential (mechanical device) , mathematical economics , computer science , econometrics , physics , thermodynamics , philosophy , volatility (finance) , epistemology , operating system