Author： Levendorskiiˇ S Z
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.4, Iss.5, 2004-10, pp. : 525-547
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Efficient pricing of swing options in Lévy-driven models
By Kudryavtsev Oleg Zanette Antonino
Quantitative Finance, Vol. 13, Iss. 4, 2013-04 ,pp. :
Access to resources
Recommend
General approximation schemes for option prices in stochastic volatility models
By Larsson Karl
Quantitative Finance, Vol. 12, Iss. 6, 2012-06 ,pp. :
A model of stock option prices
International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. :
On the modelling of option prices
By Madan D.B.
Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. :
Time consistency of Lévy models
Quantitative Finance, Vol. 3, Iss. 1, 2003-01 ,pp. :