2024-03-28T12:28:38Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6659123
2016-12-02T14:57:58Z
60
91
Ivanov, Roman V.; Ano, Katsunori
2016
6659123
English
Springer US, New York, NY
https://zbmath.org/06659123
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Rev. Deriv. Res. 19, No. 3, 201-216 (2016).
91G20; 60G51
On exact pricing of FX options in multivariate time-changed Lévy models
j