Work

A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.282110

Author: Alan L. Lewis

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2116919581

Cites: 24

Cited by: 316

Related to: 10