Forward-Backward Sdes Driven by Lévy Processes and Application to Option Pricing

AuthID
 P-00K-KFY
2
Author(s)
Document Type
Article
Year published
2015
Published
in Global and Stochastic Analysis, ISSN: 2248-9444
Volume: 2, Issue: 2, Pages: 113-132
Indexing
Scopus®
Publication Identifiers
SCOPUS: 2-s2.0-84975755183
Source Identifiers
ISSN: 2248-9444
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