No label defined (Q4782135)
From MaRDI portal
scientific article; zbMATH DE number 1836447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1836447 |
Statements
27 November 2002
0 references
lookback option
0 references
\(\alpha\)-quantile option
0 references
Lévy processes
0 references
Lévy-Khintchine formula
0 references
incomplete markets
0 references
order statistic
0 references
