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scientific article; zbMATH DE number 1836447 - MaRDI portal

scientific article; zbMATH DE number 1836447

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Publication:4782135

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zbMath1029.91022MaRDI QIDQ4782135

Laura Ballotta

Publication date: 27 November 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy processes order statistic incomplete markets Lévy-Khintchine formula lookback option \(\alpha\)-quantile option

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities

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