Tangent Lévy market models
| Year of publication: |
2011
|
|---|---|
| Authors: | Carmona, René ; Nadtochiy, Sergey |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2011, 1, p. 63-105
|