APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING

International Journal of Theoretical and Applied Finance 2010 / 02 Vol. 13; Iss. 1

APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING

CROSBY, JOHN, LE SAUX, NOLWENN, MIJATOVIĆ, ALEKSANDAR
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Volume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910005681
Date:
February, 2010
File:
PDF, 587 KB
english, 2010
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