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    Group by: Item Type | Date | Journal or Publication Title | No Grouping
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    Number of items: 2.

    Article

    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.

    Monograph

    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.

    This list was generated on Sat Apr 20 06:44:41 2024 BST.