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Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection - MaRDI portal

Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586)

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English
Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection
scientific article

    Statements

    title
    Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (English)
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    author
    Yanyan Li
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    publication date
    20 January 2021
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    zbMATH Keywords
    EIA
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    cliquet-style
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    time-changed Lévy models
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    PROJ
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    cites work

    Identifiers

    zbMATH DE Number
    7299045
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    OpenAlex ID
    W3112173361
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