Simulation of Lévy processes and option pricing
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1460-1559 |
| Author | Dia, El Hadj Aly |
| Maintainer | CCSD |
| Last Updated | June 3, 2026, 18:12 (UTC) |
| Created | June 3, 2026, 18:12 (UTC) |
| Identifier | hal-00551972 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA) ; Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT) ; Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Dia, El Hadj Aly |
| date | 2013-12-03T00:00:00 |
| harvest_object_id | 3d1c4cf3-8181-43a8-a317-c8747f27b761 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-04-02T00:00:00 |
| set_spec | type:ART |