Lévy processes in finance distinguished by their coarse and fine path properties

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationExotic Option Pricing and Advanced Lévy Models
EditorsAndreas Kyprianou, W Schoutens, P Wilmott
Place of PublicationChichester
PublisherWiley
Pages1-28
Number of pages28
ISBN (Print)978-0-470-01684-8
Publication statusPublished - 2005

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