SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520)
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scientific article; zbMATH DE number 6139574
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS |
scientific article; zbMATH DE number 6139574 |
Statements
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (English)
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28 February 2013
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Lévy process
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Sato process
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pricing to acceptability
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0.8333702
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0.8250942
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0.8145237
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0.8094587
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0.80359936
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0.7992521
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0.79766005
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0.7964882
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