Works matching IS 09601627 AND DT 2003 AND VI 13 AND IP 3

Results: 3
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    STOCHASTIC VOLATILITY FOR LÉVY PROCESSES.

    Published in:
    Mathematical Finance, 2003, v. 13, n. 3, p. 345, doi. 10.1111/1467-9965.00020
    By:
    • Carr, Peter;
    • Geman, Hélyette;
    • Madan, Dilip B.;
    • Yor, Marc
    Publication type:
    Article
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