Alan L. Lewis

OptionCity.net

983 Bayside Cove West

Newport Beach, CA 92660

United States

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A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes

Number of pages: 25 Posted: 06 Sep 2001

Alan L. Lewis

OptionCity.net

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Alan L. Lewis

OptionCity.net

1

Top 13,884

8,656

36

Scholarly Papers (1)

A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes

Abstract: