Lévy processes in finance distinguished by their coarse and fine path properties
Reference:
Kyprianou, A. and Loeffen, R., 2005. Lévy processes in finance distinguished by their coarse and fine path properties. In: Kyprianou, A., Schoutens, W. and Wilmott, P., eds. Exotic Option Pricing and Advanced Lévy Models. Chichester: Wiley, pp. 1-28.
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Details
| Item Type | Book Sections |
| Creators | Kyprianou, A.and Loeffen, R. |
| Editors | Kyprianou, A., Schoutens, W. and Wilmott, P. |
| Departments | Faculty of Science > Mathematical Sciences |
| Status | Published |
| ID Code | 24213 |
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