On Levy processes, Malliavin Calculus and market models with jumps

J.A. Leon, J.L. Sole, F. Utzet, J. Vives

Research output: Contribution to journal › Article › Research

Cite this

@article{e20bb225ac8541d1aa4999362ed198e8,

title = "On Levy processes, Malliavin Calculus and market models with jumps",

author = "J.A. Leon and J.L. Sole and F. Utzet and J. Vives",

year = "2002",

month = jan,

day = "1",

language = "English",

volume = "6",

pages = "197--225",

journal = "Finance and Stochastics",

issn = "0949-2984",

}