Exotic Options under Lévy Models: An Overview
نویسنده
چکیده
In this paper we overview the pricing of several so-called exotic options in the nowdays quite popular exponential Lévy models. K.U.Leuven, U.C.S., W. De Croylaan 54, B-3001 Leuven, Belgium. Email: [email protected]
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تاریخ انتشار 2004