Integro-differential equations for option prices in exponential Lévy models
| Year of publication: |
2005
|
|---|---|
| Authors: | Cont, Rama ; Voltchkova, Ekaterina |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 3, p. 299-326
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