PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (Q5291319): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:19, 8 February 2024
scientific article; zbMATH DE number 5022368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES |
scientific article; zbMATH DE number 5022368 |
Statements
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (English)
0 references
10 May 2006
0 references
Lévy processes
0 references
optimal stopping
0 references
dual market method
0 references
derivative pricing
0 references
