Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models |
scientific article |
Statements
Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (English)
0 references
1 November 2016
0 references
