Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions
- 1 September 2002
- journal article
- research article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 312 (1-2) , 217-242
- https://doi.org/10.1016/s0378-4371(02)00839-7
Abstract
No abstract availableAll Related Versions
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