PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (Q5291319)
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scientific article; zbMATH DE number 5022368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES |
scientific article; zbMATH DE number 5022368 |
Statements
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (English)
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10 May 2006
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Lévy processes
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optimal stopping
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dual market method
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derivative pricing
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