On duality principle in exponentially Lévy market (Q2939178)
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scientific article; zbMATH DE number 6387631
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| English | On duality principle in exponentially Lévy market |
scientific article; zbMATH DE number 6387631 |
Statements
16 January 2015
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option pricing
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Lévy processes
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incomplete market
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option dual and primal
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0.8206909894943237
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0.8108987808227539
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0.8050680756568909
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0.7812677025794983
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0.7683927416801453
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