Efficient static replication of European options under exponential Lévy models
Year of publication: |
2009
|
---|---|
Authors: | Takahashi, Akihiko ; Yamazaki, Akira |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 1, p. 1-15
|
Subject: | Optionsgeschäft | Option trading | Derivat | Derivative | Theorie | Theory | EU-Staaten | EU countries |
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