OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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Publication:4522657
DOI10.1142/S0219024900000541zbMATH Open0973.91037OpenAlexW2018952448MaRDI QIDQ4522657FDOQ4522657
Authors: Svetlana Boyarchenko, Sergei Levendorskiĭ 
Publication date: 5 July 2001
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024900000541
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