Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models (Q5198561): Difference between revisions
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scientific article; zbMATH DE number 5936949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models |
scientific article; zbMATH DE number 5936949 |
Statements
Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models (English)
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8 August 2011
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Lévy processes
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Wiener-Hopf factorization
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exotic options
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