Pricing discretely monitored barrier options and defaultable bonds in Lévy process models : a fast Hilbert transform approach
Year of publication: |
2008
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Authors: | Feng, Liming ; Linetsky, Vadim |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 18.2008, 3, p. 337-384
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Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Anleihe | Bond | Theorie | Theory |
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