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~person:"Aguilar, Jean-Philippe"
~person:"Goutte, Stéphane"
~person:"Korbel, Jan"
~subject:"Option pricing"
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Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
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Explicit option valuation in the exponential NIG model
Aguilar, Jean-Philippe
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1281-1299
Persistent link: https://www.econbiz.de/10012608646
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