Finite Difference Methods for Option Pricing under Lévy Processes: Wiener‐Hopf Factorization Approach

Oleg Kudryavtsev

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DOI: 10.1155/2013/963625
Published: 2013-01
Container: The Scientific World Journal
Publisher: Wiley
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1155/2013/963625,
  title = {Finite Difference Methods for Option Pricing under Lévy Processes: Wiener‐Hopf Factorization Approach},
  author = {Oleg Kudryavtsev},
  year = {2013},
  journal = {The Scientific World Journal},
  doi = {10.1155/2013/963625},
  url = {https://doi.org/10.1155/2013/963625}
}

RIS

TY  - JOUR
TI  - Finite Difference Methods for Option Pricing under Lévy Processes: Wiener‐Hopf Factorization Approach
AU  - Oleg Kudryavtsev
PY  - 2013
JO  - The Scientific World Journal
DO  - 10.1155/2013/963625
UR  - https://doi.org/10.1155/2013/963625
ER  -

APA

Kudryavtsev, O. (2013). Finite Difference Methods for Option Pricing under Lévy Processes: Wiener‐Hopf Factorization Approach. The Scientific World Journal. https://doi.org/10.1155/2013/963625

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crossref · retrieved 2026-09-25T06:39:40.909Z