On exact pricing of FX options in multivariate time-changed Lévy models
Crossref DOI link: https://doi.org/10.1007/s11147-016-9120-4
Published Online: 2016-02-11
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ivanov, Roman V.
Ano, Katsunori
Text and Data Mining valid from 2016-02-11