A note on the suboptimality of path-dependent pay-offs in Lévy markets
Steven Vanduffel, Andrew Chernih, Matheusz Maj & Wim Schoutens
| Year of publication: |
2009
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|---|---|
| Authors: | Vanduffel, Steven ; Chernih, Andrew ; Maj, Matheusz ; Schoutens, Wim |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 16.2009, 3/4, p. 315-330
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| Subject: | Theorie | Theory | Martingal | Martingale | Black-Scholes-Modell | Black-Scholes model | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Investitionsrisiko | Investment risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003916188