Cover Image

Distinguished limits of Lévy-Stable processes, and applications to option pricing

Álvaro Cartea and Sam Howison
Year of publication:
2002
Authors: Cartea, Álvaro ; Howison, Sam
Publisher: Oxford : Oxford Financial Research Centre
Subject: Levy-Stable processes | Stable Paretian hypothesis | Damped Levy-Stable | option pricing | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process
freely available
Full text |
Check Google Scholar
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009581660
Similar items by subject
Similar items by person