On Continuity Properties for Option Prices in Exponential Lévy Models
- 期刊名称Theory of Probability & Its Applications
- 作者Cawston, S.; Vostrikova, L.
- 卷第54卷
- 期第4期
- 印刷ISSN0040-585X
- 电子ISSN1095-7219
- 文件大小275.65KB
- 发表时间2010-01
- DOI10.1137/s0040585x97984437
- 页码588-608
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