Renewal equations for option pricing

Miquel Montero ()

The European Physical Journal B: Condensed Matter and Complex Systems, 2008, vol. 65, issue 2, 295-306

Keywords: 89.65.Gh Economics; econophysics, financial markets, business and management, 05.40.Fb Random walks and Levy flights, 02.50.Ey Stochastic processes, (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (4)

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DOI: 10.1140/epjb/e2008-00349-8

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