On Continuity Properties for Option Prices in Exponential...

Theory of Probability & Its Applications 2010 / 01 Vol. 54; Iss. 4

On Continuity Properties for Option Prices in Exponential Lévy Models

Cawston, S., Vostrikova, L.
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Volume:
54
Language:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/s0040585x97984437
Date:
January, 2010
File:
PDF, 276 KB
english, 2010
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