Tools
Tools
Cont, Rama
and Voltchkova, Ekaterina
(2005)
Integro-Differential Equations for Option Prices in Exponential Lévy Models.
Finance and Stochastics, 9 (3).
pp. 299-325.
Preview |
Text
Download (293kB) | Preview |
Official URL : http://tse-fr.eu/pub/9534
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | July 2005 |
| Refereed: | Yes |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSM Research (Toulouse), TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 18 Jan 2012 05:53 |
| Last Modified: | 02 Apr 2021 15:35 |
| OAI Identifier: | oai:tse-fr.eu:9534 |
| URI: | https://publications.ut-capitole.fr/id/eprint/2314 |
