Article Title
An anticipative stochastic calculus approach to pricing in markets driven by Lévy process
DOI
10.31390/cosa.4.2.04
Recommended Citation
Øksendal, Bernt and Sulem, Agnès
(2010)
"An anticipative stochastic calculus approach to pricing in markets driven by Lévy process,"
Communications on Stochastic Analysis: Vol. 4:
No.
2, Article 4.
DOI: 10.31390/cosa.4.2.04
Available at:
https://repository.lsu.edu/cosa/vol4/iss2/4
