A Spectral Element Framework for Option Pricing Under General Exponential Lévy Processes
2013 ◽
Vol 57
(2)
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pp. 390-413
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2010 ◽
Vol 13
(01)
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pp. 63-91
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Keyword(s):
2011 ◽
Vol 40
(2)
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pp. 227-238
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2012 ◽
Vol 221
(2)
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pp. 368-377
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2017 ◽
Vol 25
(2)
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pp. 402-416
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2013 ◽
Vol 17
(2)
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pp. 41-69
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2018 ◽
Vol 18
(4)
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pp. 673-692
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Keyword(s):
2018 ◽
Vol 22
(3)
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pp. 89-148
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Keyword(s):