A general method for pricing European exotic options under Lévy processes
Year of publication: |
2011
|
---|---|
Authors: | Agliardi, Rossella |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 2.2011, 3, p. 209-222
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | Levy processes | option pricing | European exotic options | Gaussian formulas |
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