A note on pricing, duality and symmetry for two-dimensional lévy markets
José Fajadro and Ernesto Mordecki
| Year of publication: |
2006
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| Authors: | Fajadro, José ; Mordecki, Ernesto |
| Published in: |
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]. - Berlin : Springer, ISBN 978-3-540-30782-2. - 2006, p. 249-256
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| Subject: | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003287162