Publication | Open Access
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
78
Citations
51
References
2015
Year
Spectral TheoryOption PricingEngineeringIntegrable ProbabilityStochastic ProcessesDerivative PricingLevy ProcessSpitzer IdentityWiener-hopf FactorizationStatisticsExotic Options
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