Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Ernst Eberlein, Kathrin Glau, and Antonis Papapantoleon
| Year of publication: |
2011
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|---|---|
| Authors: | Eberlein, Ernst ; Glau, Kathrin ; Papapantoleon, Antonis |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 223-245
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| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| 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/10008991291