Lévy processes driven by stochastic volatility
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 12 (2005)
Issue (Month): 4 (December)
Contact details of provider:
Web page: http://springerlink.metapress.com/link.asp?id=102851
Lévy process; Markov chain; Option pricing; Stochastic volatility; Characteristic function; Jump diffusion; Volatility smile; Volatility skew;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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