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Some results on pricing of selected exotic options via subordinated Lévy models

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86083108" target="_blank" >RIV/61989100:27510/12:86083108 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Some results on pricing of selected exotic options via subordinated Lévy models

  • Original language description

    Detecting the fair, ie. no-arbitrage, price of an option is a very interesting and challenging task of quantitative finance. It results mostly from the fact that the option payoff is nonlinear and the price can be very sensitive to the changes of underlying factors (especially ATM options). This common feature is further stressed in case of options with some discontinuity in the payoff function. By contrast, options that are illiquid can be very sensitive to the asymmetry of the probability distribution of underlying factors as well as its fat tails. A popular model, how to deal with stylized facts of financial asset returns, such as skewness or kurtosis of the option underlying distribution, is a subordinated Lévy model (VG, NIG). In this paper, we apply these two models to estimate the value of several exotic options written on various FX rates.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Řízení a modelování finančních rizik : sborník příspěvků z 6. mezinárodní vědecké konference : 10.-11. září 2012, Ostrava, Česká republika

  • ISBN

    978-80-248-2835-0

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    610-617

  • Publisher name

    VŠB - Technická univerzita Ostrava

  • Place of publication

    Ostrava

  • Event location

    Ostrava

  • Event date

    Sep 10, 2012

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000317528600069