Simulation of Lévy processes and option pricing
type: Dataset
description: pp. 24
issued: 2026-06-03T18:12:29.660443
language: en
modified: 2026-06-03T18:12:29.660449
contact point: Organization
  fn: CCSD
keyword: 60g51-65c05-65n15-60j75-91g20-c02-c63-g13
keyword: exotic-options
keyword: exponential-levy-model
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: monte-carlo-method
landing page: 1460-1559

Simulation of Lévy processes and option pricing
type: Distribution
format: HTML
issued: 2026-06-03T18:12:29.726457
modified: 2026-06-03T18:12:29.628623
access URL: https://hal.science/hal-00551972

test_moissonnage_selune
type: Agent