scientific article; zbMATH DE number 1742902

Svetlana Boyarchenko, Sergei Levendorskii

Publication date: 21 May 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Lévy processes hedging capital accumulation pseudodifferential operators Feller processes pricing perpetual American options barrier options investment under uncertainty endogenous default contingent claims of European type fast pricing of European options multi-asset contract pricing of corporate debts

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Actuarial science and mathematical finance (91Gxx)

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