Cost-efficiency in multivariate Lévy models
Year of publication: |
2015
|
---|---|
Authors: | Ludger, Rüschendorf ; Viktor, Wolf |
Published in: |
Dependence Modeling. - De Gruyter Open. - Vol. 3.2015, 1, p. 16-16
|
Publisher: |
De Gruyter Open |
Subject: | cost-efficient strategies | multivariate Lévy models | multivariate Esscher transform | basket option |
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