Pricing Derivatives on Two Lé}vy-driven Stocks
Year of publication: |
2004-08-11
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Authors: | Mordecki, Ernesto ; Fajardo, José |
Institutions: | Econometric Society |
Subject: | Lévy processes | Dual Market Method | Derivative pricing | Symmetry |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society North American Winter Meetings 2004 Number 139 |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
Duality and Derivative Pricing with Lévy Processes
Fajardo, José, (2005)
-
Duality and Derivative Pricing with Time-Changed Lévy Processes
Fajardo, José, (2005)
-
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES
FAJARDO, JOSÉ, (2006)
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Duality and symmetry with time-changed Lévy processes
Fajardo, José, (2008)
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Skewness premium with Lévy processes
Fajardo, José, (2014)
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Duality and symmetry with time-changed Lévy processes
Fajardo, José, (2008)
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