Option pricing with time-changed Lévy processes

Sven Klingler, Young Shin Kim, Svetlozar Rachev, Frank J. Fabozzi

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	1231-1238
Journal	Applied Financial Economics
DOIs	https://doi.org/10.1080/09603107.2013.807024
State	Published - Aug 2013

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@article{094b45e0e81a49079617d4a8da5be6c6,

title = "Option pricing with time-changed L{\'e}vy processes",

author = "Sven Klingler and Kim, {Young Shin} and Svetlozar Rachev and Fabozzi, {Frank J.}",

year = "2013",

month = aug,

doi = "10.1080/09603107.2013.807024",

language = "English",

pages = "1231--1238",

journal = "Applied Financial Economics",

issn = "0960-3107",

}