Approximating Lévy processes with a view to option pricing
Year of publication: |
2010
|
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Authors: | Crosby, John ; Le Saux, Nolwenn ; Mijatović, Aleksandar |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 1, p. 63-91
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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