Duality and symmetry with time-changed Lévy processes
José Fajardo; Ernesto Mordecki
| Year of publication: |
2008
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|---|---|
| Authors: | Fajardo, José ; Mordecki, Ernesto |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 28.2008, 1, p. 95-110
|
| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| 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/10009627815