Reference
Rama Cont, and Ekaterina Voltchkova, “Integro-Differential Equations for Option Prices in Exponential Lévy Models”, Finance and Stochastics, vol. 9, n. 3, July 2005, pp. 299–325.
See also
Published in
Finance and Stochastics, vol. 9, n. 3, July 2005, pp. 299–325