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
ISSN: 0219-0249
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
× corresponding author
# (joint) last author

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