Cliquet option pricing with Meixner processes (Q1641936)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cliquet option pricing with Meixner processes |
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Cliquet option pricing with Meixner processes (English)
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20 June 2018
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cliquet option pricing
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path-dependent exotic option
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equity indexed annuity
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log-return of financial asset
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Meixner distribution
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Meixner-Lévy process
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stochastic differential equation
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probability measure change
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characteristic function
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Fourier transform
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