Pricing vulnerable claims in a Lévy-driven model (Q2255005): Difference between revisions
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Revision as of 07:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable claims in a Lévy-driven model |
scientific article |
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Pricing vulnerable claims in a Lévy-driven model (English)
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6 February 2015
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stochastic differential equation
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Lévy process
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vulnerable claims
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stock options
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infinite-dimensional analysis
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first-order ordinary differential equations
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characteristic function
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