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
Indexing
Publication Identifiers
Scopus: 2-s2.0-85085055033
Source Identifiers
ISSN: 1460-1559
Export Publication Metadata
Marked List
Info
At this moment we don't have any links to full text documens.