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Applied mathematical finance
Insurance: Mathematics and Economics
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ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
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A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
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2
A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10008314734
Saved in:
3
A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3-4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10008336483
Saved in:
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