A comprehensive mathematical approach to exotic option pricing (Q2910830)

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A comprehensive mathematical approach to exotic option pricing
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    title
    A comprehensive mathematical approach to exotic option pricing (English)
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    DOI
    10.1002/mma.2519
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    author
    Rossella Agliardi
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    publication date
    11 September 2012
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    Mathematics Subject Classification ID
    91G20
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    60G51
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    35P99
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    35Q91
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    zbMATH DE Number
    6081152
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    zbMATH Keywords
    Lévy processes
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    pseudodifferential equations
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    option pricing
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    OpenAlex ID
    W2010275083
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