Approximate pricing of barrier options in Lévy models
Year of publication: |
2017
|
---|---|
Authors: | Jahncke, Giso |
Other Persons: | Kallsen, Jan (degree supervisor) |
Institutions: | Christian-Albrechts-Universität zu Kiel (degree granting) |
Publisher: |
Kiel : Universitätsbibliothek Kiel |
Subject: | Optionsgeschäft | Option trading | Overshooting | Stochastischer Prozess | Stochastic process | Lévy-Prozess | Preisentwicklung |
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