English | Français
[up] Up a level
Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 2.

Article

Cont, Rama and Voltchkova, Ekaterina (2005) Integro-Differential Equations for Option Prices in Exponential Lévy Models. Finance and Stochastics, 9 (3). pp. 299-325.

Cont, Rama and Voltchkova, Ekaterina (2005) A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. SIAM Journal on Numerical Analysis (SINUM), 43 (n°4). pp. 1596-1626.

This list was generated on Wed Apr 24 19:04:45 2024 CEST.
Contacter les gestionnaires fonctionnels du dépôt/archive "Toulouse Capitole Publications"
Toulouse Capitole Publications utilise le logiciel EPrints developpé à la School of Electronics and Computer Science de l'université de Southampton. Plus d'informations sur le logiciel.