A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets

Author： Vanduffel Steven   Chernih Andrew   Maj Matheusz   Schoutens Wim  

Publisher： Routledge Ltd

ISSN： 1466-4313

Source： Applied Mathematical Finance, Vol.16, Iss.4, 2009-01, pp. : 315-330

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