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Cost-efficiency in multivariate Lévy models

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

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