S. Cawston, L. Yu. Vostrikova, “On continuity properties for option prices in exponential Lévy models”, Teor. Veroyatnost. i Primenen., 2009, Volume 54, Issue 4,Pages <nobr>645

JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2009 Volume 54, Issue 4, Pages 645–670 (Mi tvp3533)

This article is cited in 2 papers

On continuity properties for option prices in exponential Lévy models

S. Cawston, L. Yu. Vostrikova

Département de Mathématiques, Université d'Angers

Received: 17.07.2008
Revised: 21.04.2009

DOI: 10.4213/tvp3533

English version: Theory of Probability and its Applications, 2010, 54:4, 588–608

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