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Q4782135 - MaRDI portal

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scientific article; zbMATH DE number 1836447
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English
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scientific article; zbMATH DE number 1836447

    Statements

    author
    Laura Ballotta
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    publication date
    27 November 2002
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    zbMATH Keywords
    lookback option
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    \(\alpha\)-quantile option
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    Lévy processes
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    Lévy-Khintchine formula
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    incomplete markets
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    order statistic
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    Identifiers

    zbMATH DE Number
    1836447
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