A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets

José Fajardo () and Ernesto Mordecki ()
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José Fajardo: IBMEC Business School
Ernesto Mordecki: Universidad de la República, Centro de Matemática

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 249-256 from Springer

Keywords: Option Price; American Option; Martingale Measure; Price Problem; European Call Option (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_12

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