Barrier style contracts under Lévy processes once again
type: Item
instance of: scholarly article
title: Barrier style contracts under Lévy processes once again
zbMATH Open document ID: 1388.91141
author: José Fajardo
published in: Annals of Finance
publication date: 2018-04-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6862290
zbMATH Keywords: skewness
zbMATH Keywords: Lévy processes
zbMATH Keywords: absence of symmetry
zbMATH Keywords: barrier contracts
MaRDI profile type: Publication
full work available at URL: s10436-017-0303-2
OpenAlex ID: W2739700038
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DOI: 10.1007/S10436-017-0303-2
description: scientific article; zbMATH DE number 6862290