Birkbeck, University of London logo
BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Jump to: February 2006 | June 2009
    Number of items: 2.

    February 2006

    Cartea, Alvaro and Howison, S. (2006) Option pricing with Lévy-Stable processes generated by Lévy-Stable Integrated Variance. Working Paper. Birkbeck, University of London, London, UK.

    June 2009

    Cartea, Alvaro and Howison, S. (2009) Option pricing with Levy-Stable processes generated by Leacutevy-Stable integrated variance. Quantitative Finance 9 (4), pp. 397-409. ISSN 1469-7688.

    This list was generated on Sat Nov 23 06:29:45 2024 GMT.