Cost-efficiency in multivariate Lévy models (Q2351198)

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Cost-efficiency in multivariate Lévy models
scientific article

    Statements

    title
    Cost-efficiency in multivariate Lévy models (English)
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    author
    Viktor Wolf
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    Ludger Rüschendorf
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    publication date
    23 June 2015
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    zbMATH Keywords
    cost-efficient strategies
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    multivariate Lévy models
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    multivariate Esscher transform
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    basket option
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    cites work
    Q4868581
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    Q4486401
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    Q4937701
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    Q3703086
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    Q3191915
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    Identifiers

    zbMATH DE Number
    6449106
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    OpenAlex ID
    W1188469793
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