Open AccessValuing tradeability in exponential Lévy models
Author(s) -
Ludovic Mathys
Publication year - 2020
Publication title -
quantitative finance and economics
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2020021
Subject(s) - exponential function , asset (computer security) , simple (philosophy) , mathematical economics , double exponential function , type (biology) , economics , econometrics , mathematics , mathematical optimization , computer science , mathematical analysis , philosophy , computer security , epistemology , ecology , biology
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