?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.aulast=Cont&rft.aufirst=Rama&rft.issue=3&rft.volume=9&rft.date=July+2005&rft.atitle=Integro-Differential+Equations+for+Option+Prices+in+Exponential+L%C3%A9vy+Models&rft.title=Finance+and+Stochastics&rft.pages=299-325&rft.genre=article