Symmetries and pricing of exotic options in Lévy models. Eberlein, E. & Papapantoleon, A. In Exotic option pricing and advanced Lévy models, pages 99–128. Wiley, Chichester, 2005. bibtex @incollection{MR2343210,
Author = {Eberlein, Ernst and Papapantoleon, Antonis},
Booktitle = {Exotic option pricing and advanced {L}\'evy models},
Date-Added = {2017-11-08 22:43:14 +0000},
Date-Modified = {2017-11-08 22:43:14 +0000},
Mrclass = {60H30 (60G48 60G51 60H05 91B28)},
Mrnumber = {2343210},
Mrreviewer = {Jan Kallsen},
Pages = {99--128},
Publisher = {Wiley, Chichester},
Title = {Symmetries and pricing of exotic options in {L}\'evy models},
Year = {2005},
Bdsk-File-1 = {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}}
Downloads: 0
{"_id":"H73QTTjKe3uYv8da8","bibbaseid":"eberlein-papapantoleon-symmetriesandpricingofexoticoptionsinlvymodels-2005","authorIDs":[],"author_short":["Eberlein, E.","Papapantoleon, A."],"bibdata":{"bibtype":"incollection","type":"incollection","author":[{"propositions":[],"lastnames":["Eberlein"],"firstnames":["Ernst"],"suffixes":[]},{"propositions":[],"lastnames":["Papapantoleon"],"firstnames":["Antonis"],"suffixes":[]}],"booktitle":"Exotic option pricing and advanced Lévy models","date-added":"2017-11-08 22:43:14 +0000","date-modified":"2017-11-08 22:43:14 +0000","mrclass":"60H30 (60G48 60G51 60H05 91B28)","mrnumber":"2343210","mrreviewer":"Jan Kallsen","pages":"99–128","publisher":"Wiley, Chichester","title":"Symmetries and pricing of exotic options in Lévy models","year":"2005","bdsk-file-1":"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","bibtex":"@incollection{MR2343210,\n\tAuthor = {Eberlein, Ernst and Papapantoleon, Antonis},\n\tBooktitle = {Exotic option pricing and advanced {L}\\'evy models},\n\tDate-Added = {2017-11-08 22:43:14 +0000},\n\tDate-Modified = {2017-11-08 22:43:14 +0000},\n\tMrclass = {60H30 (60G48 60G51 60H05 91B28)},\n\tMrnumber = {2343210},\n\tMrreviewer = {Jan Kallsen},\n\tPages = {99--128},\n\tPublisher = {Wiley, Chichester},\n\tTitle = {Symmetries and pricing of exotic options in {L}\\'evy models},\n\tYear = {2005},\n\tBdsk-File-1 = {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}}\n\n","author_short":["Eberlein, E.","Papapantoleon, A."],"key":"MR2343210","id":"MR2343210","bibbaseid":"eberlein-papapantoleon-symmetriesandpricingofexoticoptionsinlvymodels-2005","role":"author","urls":{},"downloads":0},"bibtype":"incollection","biburl":"https://www.matem.unam.mx/~geronimo/GenBib.bib","creationDate":"2020-02-05T22:46:28.311Z","downloads":0,"keywords":[],"search_terms":["symmetries","pricing","exotic","options","models","eberlein","papapantoleon"],"title":"Symmetries and pricing of exotic options in Lévy models","year":2005,"dataSources":["nrXzNrxsNEnPJbYnT"]}