The aim of this work is to offer a general formula to price several exotic options under Lévy processes....
A comprehensive option pricing formula in a Lévy framework / R. Agliardi. - STAMPA. - (2011), pp. 7-18.
A comprehensive option pricing formula in a Lévy framework
AGLIARDI, ROSSELLA
2011
Abstract
The aim of this work is to offer a general formula to price several exotic options under Lévy processes....File in questo prodotto:
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