A comprehensive mathematical approach to exotic option pricing (Q2910830): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comprehensive mathematical approach to exotic option pricing |
scientific article |
Statements
A comprehensive mathematical approach to exotic option pricing (English)
0 references
11 September 2012
0 references
Lévy processes
0 references
pseudodifferential equations
0 references
option pricing
0 references
