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      Integro-differential equations for option prices in exponential Lévy models

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Finance and Stochastics
      Publisher: Springer Nature

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          Journal
          Title: Finance and Stochastics
          Abbreviated Title: Finance Stochast.
          Publisher: Springer Nature
          ISSN (Print): 0949-2984
          ISSN (Electronic): 1432-1122
          Publication date Created: July 2005
          Publication date (Print): July 2005
          Volume: 9
          Issue: 3
          Pages: 299-325
          Article
          DOI: 10.1007/s00780-005-0153-z
          SO-VID: fbb1fa4d-928f-4546-af46-efc7d7554106
          Copyright © © 2005
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