A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes

✍ Scribed by Jeannin, Marc; Pistorius, Martijn

• Book ID: 126908918
• Publisher: Taylor and Francis Group
• Year: 2010
• Tongue: English
• Weight: 316 KB
• Volume: 10
• Category: Article
• ISSN: 1469-7688
• DOI: 10.1080/14697680902896057