Exotic options with Lévy processes: the Markovian approach
-
Author(s)Sergio Ortobelli LozzaLink to ORCID Index: https://orcid.org/0000-0003-4983-8165
,
Alessandro Staino
-
Article InfoVolume 8 2011, Issue #1 (cont.)
- 526 Views
-
347 Downloads
Close
Investment Management and Financial Innovations