- Record: found
- Abstract: not found
- Article: not found
Numerical methods for Lévy processes
Read this article at
ScienceOpenPublisher
There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Related collections
Most cited references80
- Record: found
- Abstract: not found
- Article: not found
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron Scholes (1973)
- Record: found
- Abstract: not found
- Article: not found
A general version of the fundamental theorem of asset pricing
Freddy Delbaen, Walter Schachermayer (1994)
- Record: found
- Abstract: not found
- Article: not found
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth Singleton (2000)