OPTIMALITY OF PAYOFFS IN LÉVY MODELS
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Publication:2929383
DOI10.1142/S0219024914500411zbMath1298.91172MaRDI QIDQ2929383
Ludger Rüschendorf, Eva Lütkebohmert, Viktor Wolf, Ernst August von Hammerstein
Publication date: 12 November 2014
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
60G51: Processes with independent increments; Lévy processes
91G20: Derivative securities (option pricing, hedging, etc.)