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

Research output: Chapter or section in a book/report/conference proceeding › Book chapter

Original language	English
Title of host publication	Exotic Option Pricing and Advanced Lévy Models
Editors	Andreas Kyprianou, W Schoutens, P Wilmott
Place of Publication	Chichester
Publisher	Wiley
Pages	1-28
Number of pages	28
ISBN (Print)	978-0-470-01684-8
Publication status	Published - 2005

Cite this

@inbook{51d2e53c4042492cb00c80b570f70f23,

title = "L{\'e}vy processes in finance distinguished by their coarse and fine path properties",

author = "Andreas Kyprianou and R Loeffen",

year = "2005",

language = "English",

isbn = "978-0-470-01684-8",

pages = "1--28",

editor = "Andreas Kyprianou and W Schoutens and P Wilmott",

booktitle = "Exotic Option Pricing and Advanced L{\'e}vy Models",

publisher = "Wiley",

}