A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
| Year of publication: |
2009
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|---|---|
| Authors: | Vanduffel, Steven ; Chernih, Andrew ; Maj, Matheusz ; Schoutens, Wim |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 4, p. 315-330
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