Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market
Article
SenGupta, Indranil, Mariani, Maria C, Amster, Pablo. (2012). Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market
. 118(1), 237-249. 10.1007/s10440-012-9687-1
SenGupta, Indranil, Mariani, Maria C, Amster, Pablo. (2012). Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market
. 118(1), 237-249. 10.1007/s10440-012-9687-1