Option pricing based on ARMA-GARCH with tempered stable Levy processes

WU Heng-yu, ZHU Fu-min, WEN Jin-ming

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (11) : 2721-2733.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (11) : 2721-2733. DOI: 10.12011/1000-6788(2013)11-2721

Option pricing based on ARMA-GARCH with tempered stable Levy processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(11): 2721-2733 https://doi.org/10.12011/1000-6788(2013)11-2721

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