TY -
GEN
AU - Carr, Peter
AU - Geman, Hélyette
AU - Madan, Dilip B.
AU - Yor, Marc
TI -
From Local Volatility to Local Levy Models
PB - SSRN
PY - [2007]
N2 - In: Quantitative Finance, Vol. 4, No. 5, October 2004
CY - [S.l.]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -