STOCHASTIC VOLATILITY FOR LEVY PROCESSES

RecordNumber
1493
Author
PETER CARR, HELYETTE GEMAN, DILIP B. MADAN, MARC YOR
Title of Article
STOCHASTIC VOLATILITY FOR LEVY PROCESSES
Title Of Journal
Mathematical Finance
Publication Year
2003
Volum
13
Issue Number
3
Page
345–382
URL
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Link To Document :
http://math.iranlibs.ir/dL/search/default.aspx?Term=1493&Field=0&DTC=14

PETER CARR, HELYETTE GEMAN, DILIP B. MADAN, MARC YOR