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scientific article; zbMATH DE number 1742902
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1742902 |
Statements
21 May 2002
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pricing
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hedging
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barrier options
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Lévy processes
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contingent claims of European type
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perpetual American options
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multi-asset contract
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investment under uncertainty
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capital accumulation
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endogenous default
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pricing of corporate debts
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fast pricing of European options
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Feller processes
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pseudodifferential operators
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0.7958308458328247
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0.7852407693862915
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0.7812559604644775
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