Quanto Option Pricing with Lévy Models
Computational Economics, March 2019, Volume 53, Issue 3, pp 1279–1308
Author(s):
School of Mathematical Sciences and Centre for Quantitative Finance and Investment Strategies - Monash University - Clayton - Australia
College of Business - Stony Brook University - Stony Brook - USA
EDHEC Business School
College of Business - Stony Brook University - Stony Brook - USA
Computational Economics, March 2019, Volume 53, Issue 3, pp 1279–1308
| Type: | Academic publication |
|---|---|
| Date: | le 28/03/2019 |
| Research Cluster : | Finance |
| Source : | Computational Economics |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
