Adjoint Expansions in Local Lévy Models

Stefano Pagliarani, Andrea Pascucci, Candia Riga. Adjoint Expansions in Local Lévy Models. SIAM J. Financial Math., 4(1):265-296, 2013. [doi]

Authors

Stefano Pagliarani

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Andrea Pascucci

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Candia Riga

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