Exotic options with Lévy processes: the Markovian approach

Published April 15, 2011
Author(s)

Link to ORCID Index: https://orcid.org/0000-0003-4983-8165

Sergio Ortobelli Lozza
, Alessandro Staino
Article Info
Volume 8 2011, Issue #1 (cont.)
TO CITE

515 Views
346 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept