| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4643471 | Journal of Computational and Applied Mathematics | 2006 | 13 Pages |
Abstract
In this paper, we overview the pricing of several so-called exotic options in the nowadays quite popular exponential Lévy models.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wim Schoutens,