| Original language | English |
|---|---|
| Pages (from-to) | 81-97 |
| Journal | Review of Derivatives Research |
| State | Published - 2012 |
Option pricing and hedging under a stochastic volatility L,vy process model
Young Shin Kim, Frank J. Fabozzi, Zuodong Lin, Svetlozar Rachev
Research output: Contribution to journal › Article