On continuity properties for option prices in exponential Lévy models (Q3087746)
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 5939694
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On continuity properties for option prices in exponential Lévy models |
scientific article; zbMATH DE number 5939694 |
Statements
On Continuity Properties for Option Prices in Exponential Lévy Models (English)
0 references
16 August 2011
0 references
option pricing
0 references
Lévy processes
0 references
incomplete markets
0 references
minimal measures
0 references
0.8539174795150757
0 references
0.794495701789856
0 references
0.7937163710594177
0 references
0.779727041721344
0 references
