Cost-efficiency in multivariate Lévy models (Q2351198)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cost-efficiency in multivariate Lévy models |
scientific article |
Statements
Cost-efficiency in multivariate Lévy models (English)
0 references
23 June 2015
0 references
cost-efficient strategies
0 references
multivariate Lévy models
0 references
multivariate Esscher transform
0 references
basket option
0 references
