scientific article; zbMATH DE number 1978949
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Publication:4425386
zbMath1053.91056MaRDI QIDQ4425386
Martin Predota, Hansjoerg Albrecher
Publication date: 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Related Items (7)
Exotic options under Lévy models: an overview ⋮ An Efficient Transform Method for Asian Option Pricing ⋮ Pricing average options under time-changed Lévy processes ⋮ Approximate basket options valuation for a jump-diffusion model ⋮ Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space ⋮ Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes ⋮ Bounds for the price of discrete arithmetic Asian options
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