Option pricing with time-changed Lvy processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Klingler, Sven ; Kim, Young Shin ; Rachev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 23.2013, 15 (1.8.), p. 1231-1238
|