BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Jump to: Article | Monograph
    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 Fri Nov 15 04:14:37 2019 GMT.