Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference73 articles.
1. Albeverio S., Herzberg F.S.: A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets. Stochastics 78(5), 301–325 (2006a)
2. Albeverio S., Herzberg F.S.: Lifting Lévy processes to hyperfinite random walks. Bulletin des Sciences Mathématiques 130(8), 697–706 (2006b)
3. Albeverio S., Høegh-Krohn R.J., Fenstad J.E., Lindstrøm T.: Nonstandard Methods in Stochastic Analysis and Mathematical Physics, Volume 122 of Pure and Applied Mathematics. Academic Press, Orlando (1986)
4. Almendral A., Oosterlee C.: Accurate evaluation of European and American options under the CGMY process. SIAM J Sci Comput 29(1), 93–117 (2007a)
5. Almendral A., Oosterlee C.: On American options under the variance gamma process. Appl Math Finance 14(2), 131–152 (2007b)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献