A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151)
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: A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes |
scientific article |
Statements
A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (English)
0 references
5 August 2010
0 references
Lévy process
0 references
American options
0 references
American style derivative securities
0 references
barrier options
0 references
martingales
0 references
0 references
0 references
0 references
0.842308759689331
0 references
0.8410556316375732
0 references
0.8282639980316162
0 references
0.8259955048561096
0 references
0.8244564533233643
0 references
