Beyond Black-Scholes: semimartingales and Lévy processes...

The European Physical Journal B / Condensed Matter and Complex Systems 2001 / 04 Vol. 20; Iss. 4

Beyond Black-Scholes: semimartingales and Lévy processes for option pricing

Galluccio, S.
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Volume:
20
Language:
english
Pages:
6
DOI:
10.1007/s100510170247
Date:
April, 2001
File:
PDF, 150 KB
english, 2001
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