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Teoriya Veroyatnostei i ee Primeneniya, 2009, Volume 54, Issue 4, Pages 645–670
DOI: https://doi.org/10.4213/tvp3533 (Mi tvp3533) 		 
This article is cited in 2 scientific papers (total in 2 papers)

On continuity properties for option prices in exponential Lévy models

S. Cawston, L. Yu. Vostrikova

Département de Mathématiques, Université d'Angers
Full-text PDF (261 kB) Citations (2)
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DOI: https://doi.org/10.4213/tvp3533
Received: 17.07.2008
Revised: 21.04.2009
English version:
Theory of Probability and its Applications, 2010, Volume 54, Issue 4, Pages 588–608
DOI: https://doi.org/10.1137/S0040585X97984437
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Cawston, L. Yu. Vostrikova, “On continuity properties for option prices in exponential Lévy models”, Teor. Veroyatnost. i Primenen., 54:4 (2009), 645–670; Theory Probab. Appl., 54:4 (2010), 588–608
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v54/i4/p645
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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