Renewal equations for option pricing
| Year of publication: |
2008
|
|---|---|
| Authors: | Montero, M. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 65.2008, 2, p. 295-306
|
| Publisher: |
Springer |
| Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 05.40.Fb Random walks and Levy flights | 02.50.Ey Stochastic processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009282479