Exotic options with Lévy processes : the Markovian approach
Sergio Ortobelli Lozza; Alessandro Staino
| Year of publication: |
2011
|
|---|---|
| Authors: | Ortobelli Lozza, Sergio ; Staino, Alessandro |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 8.2011, 1, p. 140-156
|
| Subject: | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| 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/10009153809