Title of article
Exotic options under Lévy models: An overview
Author/Authors
Schoutens، نويسنده , , Wim، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
13
From page
526
To page
538
Abstract
In this paper, we overview the pricing of several so-called exotic options in the nowadays quite popular exponential Lévy models.
Keywords
Lèvy processes , Financial derivatives , Exotic options
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2006
Journal title
Journal of Computational and Applied Mathematics
Record number
1553237
Link To Document