Lévy Processes and Option Pricing by Recursive Quadrature

Research output: Contribution to journal › Article

Original language	English
Journal	JOURNAL OF CURRENT ISSUES IN FINANCE, BUSINESS, AND ECONOMICS
Publication status	Published - 1 Jan 2008

Cite this

TY - JOUR

T1 - Lévy Processes and Option Pricing by Recursive Quadrature

AU - FUSAI,

AU - LONGO, Giovanni

AU - MARENA, RECCHIONI

PY - 2008/1/1

Y1 - 2008/1/1

UR - https://iris.uniupo.it/handle/11579/28081

M3 - Article

SN - 1935-3553

JO - JOURNAL OF CURRENT ISSUES IN FINANCE, BUSINESS, AND ECONOMICS

JF - JOURNAL OF CURRENT ISSUES IN FINANCE, BUSINESS, AND ECONOMICS

ER -