METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES |
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METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (English)
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25 September 2014
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Lévy processes
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Laplace inversion
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Fourier transform
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Wiener-Hopf factorization
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barrier options
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lookback options
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