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2005 Artikel Symmetries and pricing of exotic options in Lévy models

Symmetries and pricing of exotic options in Lévy models. In Exotic option pricing and advanced Lévy models, A. Kyprianou, W. Schoutens, P. Wilmott (eds.), Wiley (2005), pp. 99–128 (with A. Papapantoleon) http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470016841.html

survey-paper.pdf — PDF document, 383Kb

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