Title of article :
Exotic options under Lévy models: An overview
Author/Authors :
Schoutens، نويسنده , , Wim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
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
Journal title :
Journal of Computational and Applied Mathematics
