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~isPartOf:"International journal of theoretical and applied finance"
~person:"Levendorskij, Sergej Z."
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Levendorskij, Sergej Z.
Benth, Fred Espen
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International journal of theoretical and applied finance
Applied mathematical finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
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2
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
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