Option Pricing in Exponential Lévy Models with Transaction Costs

AuthID
 P-00S-6AD
4
Author(s)
Cantarutti, N
·
Guerra, J
·
Grossinho, MDR
Document Type
Article
Year published
2020
Published
in Journal of Computational Finance, ISSN: 1460-1559
Volume: 23, Issue: 5, Pages: 1-32
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Publication Identifiers
SCOPUS: 2-s2.0-85085055033
Source Identifiers
ISSN: 1460-1559
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