Publication
Title
The pricing of exotic options by Monte-Carlo simulations in a Lévy market with stochastic volatility
Author
Language
English
Source (journal)
International journal of theoretical and applied finance. - Singapore
Publication
Singapore : 2003
ISSN
0219-0249
Volume/pages
6:8(2003), p. 839-864
UAntwerpen
Faculty/Department
Research group
Publication type
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 08.10.2008
Last edited 10.07.2013
To cite this reference