Title
The pricing of exotic options by Monte-Carlo simulations in a Lévy market with stochastic volatility The pricing of exotic options by Monte-Carlo simulations in a Lévy market with stochastic volatility
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Singapore ,
Source (journal)
International journal of theoretical and applied finance. - Singapore
Volume/pages
6(2003) :8 , p. 839-864
ISSN
0219-0249
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Handle