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Integro-differential equations for option prices in exponential Lévy models
Cont, Rama; Voltchkova, Ekaterina - In: Finance and stochastics 9 (2005) 3, pp. 299-326
Persistent link: https://www.econbiz.de/10008214298
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Integro-differential equations for option prices in exponential Lévy models
Cont, Rama; Voltchkova, Ekaterina - In: Finance and stochastics 9 (2005) 3, pp. 299-325
Persistent link: https://www.econbiz.de/10002946674
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Forward equations for option prices in semimartingale models
Bentata, Amel; Cont, Rama - In: Finance and stochastics 19 (2015) 3, pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
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Fast and slow optimal trading with exogenous information
Cont, Rama; Micheli, Alessandro; Neuman, Eyal - In: Finance and stochastics 29 (2025) 2, pp. 553-607
Persistent link: https://www.econbiz.de/10015394810