Quasi-self-dual exponential Lévy processes (Q2940776)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6388339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quasi-self-dual exponential Lévy processes |
scientific article; zbMATH DE number 6388339 |
Statements
Quasi--Self-Dual Exponential Lévy Processes (English)
0 references
20 January 2015
0 references
barrier options
0 references
Lévy processes
0 references
put-call symmetry
0 references
quasi-self-duality
0 references
semistatic hedging
0 references
0.8145999312400818
0 references
0.7546907663345337
0 references
0.7306086421012878
0 references
0.7214598655700684
0 references
