Cost-efficiency in multivariate Lévy models

Bibliographic Details
Main Authors:	Rüschendorf Ludger, Wolf Viktor
Format:	Article
Language:	English
Published:	De Gruyter 2015-04-01
Series:	Dependence Modeling
Subjects:	cost-efficient strategies multivariate lévy models multivariate esscher transform basket option 91b24 60g51 91b16
Online Access:	https://doi.org/10.1515/demo-2015-0001

Internet

https://doi.org/10.1515/demo-2015-0001