2006 Artikel A cross-currency Lévy market model.
A cross-currency Lévy market model. Quantitative Finance 6 (2006) 465–480 (with N. Koval) (pdf) This is an electronic version of an article published in Quantitative Finance Vol 6 No. 6 (2006) 465–480. Quantitative Finance is available online at: http://www.journalsonline.tandf.co.uk/
Eberlein-Koval.pdf
—
PDF document,
364Kb