Research

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.

Related documents:

This repository does not currently have the full-text of this item.
You may be able to access a copy if URLs are provided below.

Details

Item Type Book Sections
CreatorsKyprianou, A.and Loeffen, R.
EditorsKyprianou, A., Schoutens, W. and Wilmott, P.
DepartmentsFaculty of Science > Mathematical Sciences
StatusPublished
ID Code24213

Export

Actions (login required)

View Item