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A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets
Vanduffel, Steven, Chernih, Andrew, Maj, Matheusz, Schoutens, WimVolume:
16
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860802639360
Date:
October, 2009
File:
PDF, 247 KB
english, 2009