Weak reflection principle for Lévy processes (Q894806)
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scientific article; zbMATH DE number 6513125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Weak reflection principle for Lévy processes |
scientific article; zbMATH DE number 6513125 |
Statements
Weak reflection principle for Lévy processes (English)
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24 November 2015
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Lévy processes
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weak reflection principle
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time-homogeneous diffusions
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static hedging
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barrier options
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inverse problems
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0.7038564682006836
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0.6986911296844482
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0.6861745119094849
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0.6855506896972656
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