A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets
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Publication:5493548
DOI10.1007/978-3-540-30788-4_12zbMATH Open1106.60045OpenAlexW1552332683MaRDI QIDQ5493548FDOQ5493548
Authors: José Fajardo, Ernesto Mordecki 
Publication date: 23 October 2006
Published in: From Stochastic Calculus to Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-30788-4_12
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- m-Double Poisson Lévy markets
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- Stochastic monotonicity and duality of \(k\)th order with application to put-call symmetry of powered options
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