A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700)

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A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets
scientific article

    Statements

    title
    A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (English)
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    author
    Steven Vanduffel
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    Mateusz Maj
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    Wim Schoutens
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    Andrew Chernih
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    publication date
    16 December 2009
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    zbMATH Keywords
    path-dependent pay-offs
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    Lévy markets
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    Identifiers

    Mathematics Subject Classification ID
    91B25
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    91G80
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    60G51
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    zbMATH DE Number
    5648755
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    OpenAlex ID
    W3123035557
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