|ITEM METADATA RECORD
|Title: ||The Pricing of Exotic Options by Monte-Carlo Simulations in a Levy Market with Stochastic Volatility|
|Authors: ||Schoutens, Wim ×|
Symens, Stijn #
|Issue Date: ||2003 |
|Publisher: ||World Scientific|
|Series Title: ||International Journal of Theoretical and Applied Finance vol:6 issue:8 pages:839-864|
|Publication status: ||published|
|KU Leuven publication type: ||IT|
|Appears in Collections:||Statistics Section|
× corresponding author|
# (joint) last author|
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