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"The quintessential option pricing formula under Lévy processes."

Rossella Agliardi (2009)

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DOI: 10.1016/J.AML.2009.05.008

access: closed

type: Journal Article

metadata version: 2017-06-05

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  - https://dblp.org/rec/journals/appml/Agliardi09
Rossella Agliardi:
The quintessential option pricing formula under Lévy processes. Appl. Math. Lett. 22(10): 1626-1631 (2009)

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