Levy Processes and Option Pricing by Recursive Quadrature

Gianluca FUSAI, Giovanni LONGO, M MARENA, M. C. RECCHIONI

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Economic Dynamics: Theory, Games and Empirical Studies
Publication status	Published - 1 Jan 2009

Cite this

@inbook{f026a5b6668443a9b8682bdf1f13f710,

title = "Levy Processes and Option Pricing by Recursive Quadrature",

author = "Gianluca FUSAI and Giovanni LONGO and M MARENA and RECCHIONI, {M. C.}",

year = "2009",

month = jan,

day = "1",

language = "English",

isbn = "9781604569117",

booktitle = "Economic Dynamics: Theory, Games and Empirical Studies",

}