期刊论文详细信息
| JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 卷:189 |
| Exotic options under Levy models: An overview | |
| Article; Proceedings Paper | |
| Schoutens, W | |
| 关键词: Levy processes; financial derivatives; exotic options; | |
| DOI : 10.1016/j.cam.2005.10.004 | |
| 来源: Elsevier | |
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【 摘 要 】
In this paper, we overview the pricing of several so-called exotic options in the nowadays quite popular exponential Levy models. (c) 2005 Elsevier B.V. All rights reserved.
【 授权许可】
Free
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| 10_1016_j_cam_2005_10_004.pdf | 250KB |  download |
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