Exotic options under Lévy models: An overview

Journal of Computational and Applied Mathematics

Volumn 189, Issue 1-2, 2006, Pages 526-538

  Schoutens, Wim ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Exotic options; Financial derivatives; L vy processes

Indexed keywords

COMPUTATION THEORY; COSTS;

EXOTIC OPTIONS; FINANCIAL DERIVATIVES; LÈVY PROCESSES;

MATHEMATICAL MODELS;

EID: 31544473734     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2005.10.004     Document Type: Conference Paper

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