Exotic options under Lévy models: an overview (Q818210)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Exotic options under Lévy models: an overview
scientific article

    Statements

    Exotic options under Lévy models: an overview (English)
    0 references
    0 references
    24 March 2006
    0 references
    0 references
    financial derivatives
    0 references
    European options
    0 references
    Lévy market models
    0 references
    Lévy processes
    0 references
    American options
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references