Pricing vulnerable claims in a Lévy-driven model
Crossref DOI link: https://doi.org/10.1007/s00780-014-0239-6
Published Online: 2014-08-01
Published Print: 2014-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Capponi, Agostino
Pagliarani, Stefano
Vargiolu, Tiziano
Text and Data Mining valid from 2014-08-01