 | Up a level |
Number of items: 1.
Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Geman, Hélyette and Carr, P. and Madan, D.B. and Yor, M. (2003) Stochastic volatility for lévy processes. Mathematical Finance 13 (3), pp. 345-382. ISSN 0960-1627.