A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548)
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scientific article; zbMATH DE number 5066264
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| English | A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets |
scientific article; zbMATH DE number 5066264 |
Statements
A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (English)
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23 October 2006
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optimal stopping
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dual market method
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derivative pricing
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Girsanov's theorem
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Lévy processes
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0.89798915
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0.8891582
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0.8557488
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0.85551226
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0.8547875
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0.8497741
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0.8458365
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