Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
Work
Year: 2015
Type: article
Source: Review of Derivatives Research
Author Lorenzo Torricelli
Institution UCL Australia
Cites: 41
Cited by: 5
Related to: 10
FWCI: 0.383
Citation percentile (by year/subfield): 72.1
Subfield: Finance
Domain: Social Sciences
Open Access status: green