Author: Kudryavtsev Oleg Zanette Antonino
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.13, Iss.4, 2013-04, pp. : 627-635
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
Modelling spikes and pricing swing options in electricity markets
By Hambly Ben Howison Sam Kluge Tino
Quantitative Finance, Vol. 9, Iss. 8, 2009-12 ,pp. :
Pricing average options under time-changed Lévy processes
Review of Derivatives Research, Vol. 17, Iss. 1, 2014-04 ,pp. :
Early exercise boundary and option prices in Lévy driven models
Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. :