Content
2001
- explevy A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes
by Alan L. Lewis
Description: Articles related to the book: Option Valuation under Stochastic Volatility
Series handle: RePEc:vsv:svpubs
Citations RSS feed: at CitEc
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vsv:svpubs. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: http://www.optioncity.net .