Symmetry and duality in Lévy markets (Q5484646): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Pricing contingent claims on stocks driven by Lévy processes
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+Changes of numéraire, changes of probability measure and option pricing
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+Processes of Meixner type
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+Option pricing when underlying stock returns are discontinuous
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+Optimal stopping and perpetual options for Lévy processes
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+On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
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+Q4937701
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+Normal rank