Sur les fonctionnelles exponentielles de certains processus de lévy (Q4840926)
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scientific article; zbMATH DE number 781050
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sur les fonctionnelles exponentielles de certains processus de lévy |
scientific article; zbMATH DE number 781050 |
Statements
Sur les fonctionnelles exponentielles de certains processus de lévy (English)
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28 January 1996
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interlacing of semigroups
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Asian option
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Lévy process
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semi-stable Markov process
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financial mathematics
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0.9941794
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0.98013437
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0.97052175
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0.9697112
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0.96197295
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0.96157044
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