Integro-differential equations for option prices in exponential Lévy models
Rama ContEcole Polytechnique, Centre de Mathématiques Appliquées, 91128, Palaiseau, FranceEkaterina VoltchkovaEcole Polytechnique, Centre de Mathématiques Appliquées, 91128, Palaiseau, France
2005en
ABI
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Cited by 20 references