default search action
"Pricing vulnerable claims in a Lévy-driven model."
Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu (2014)
- Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu:
Pricing vulnerable claims in a Lévy-driven model. Finance Stochastics 18(4): 755-789 (2014)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.