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"Adjoint Expansions in Local Lévy Models."

Stefano Pagliarani, Andrea Pascucci, Candia Riga (2013)

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DOI: 10.1137/110858732

access: closed

type: Journal Article

metadata version: 2017-06-14

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  - https://dblp.org/rec/journals/siamfm/PagliaraniPR13
Stefano Pagliarani, Andrea Pascucci, Candia Riga:
Adjoint Expansions in Local Lévy Models. SIAM J. Financial Math. 4(1): 265-296 (2013)

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