Back to Results
First PageMeta Content
Finance / Black–Scholes / Equations / Stock market / Futures contract / Financial economics / Mathematical finance / Options


A new Feynman-Kac-formula for option pricing in L´evy models Kathrin Glau Department of Mathematical Stochastics, Universtity of Freiburg (Joint work with E. Eberlein)
Add to Reading List

Document Date: 2010-06-18 18:43:59


Open Document

File Size: 207,89 KB

Share Result on Facebook
UPDATE