Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable integrated Variance Articles uri icon

authors

  • CARTEA GONZALEZ, ALVARO IVAN
  • HOWISON, SAM

publication date

  • June 2009

start page

  • 397

end page

  • 409

issue

  • 4

volume

  • 9

International Standard Serial Number (ISSN)

  • 1469-7688

Electronic International Standard Serial Number (EISSN)

  • 1469-7696