Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models (Q5198561)
From MaRDI portal
scientific article; zbMATH DE number 5936949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models |
scientific article; zbMATH DE number 5936949 |
Statements
Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models (English)
0 references
8 August 2011
0 references
Lévy processes
0 references
Wiener-Hopf factorization
0 references
exotic options
0 references
