Exotic options under Lévy models: An overview
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摘要
In this paper, we overview the pricing of several so-called exotic options in the nowadays quite popular exponential Lévy models.
论文关键词：Lèvy processes,Financial derivatives,Exotic options
论文评审过程：Available online 15 November 2005.
论文官网地址：https://doi.org/10.1016/j.cam.2005.10.004
