Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric step options and Lévy models: duality, pides, and semi-analytical pricing |
scientific article |
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Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (English)
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30 August 2022
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geometric step options
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American-type options
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Lévy markets
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jump-diffusion disentanglement
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maturity-randomization
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