Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
Crossref DOI link: https://doi.org/10.1007/s11147-015-9113-8
Published Online: 2015-07-17
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Torricelli, Lorenzo
Text and Data Mining valid from 2015-07-17