Q4331490 (Q4331490): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 15:22, 5 March 2024
scientific article; zbMATH DE number 1742902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1742902 |
Statements
21 May 2002
0 references
pricing
0 references
hedging
0 references
barrier options
0 references
Lévy processes
0 references
contingent claims of European type
0 references
perpetual American options
0 references
multi-asset contract
0 references
investment under uncertainty
0 references
capital accumulation
0 references
endogenous default
0 references
pricing of corporate debts
0 references
fast pricing of European options
0 references
Feller processes
0 references
pseudodifferential operators
0 references
