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"Pricing vulnerable claims in a Lévy-driven model."

Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu (2014)

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DOI: 10.1007/S00780-014-0239-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/CapponiPV14
Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu:
Pricing vulnerable claims in a Lévy-driven model. Finance Stochastics 18(4): 755-789 (2014)

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