Stefano Pagliarani, Andrea Pascucci, Candia Riga. Adjoint Expansions in Local Lévy Models. SIAM J. Financial Math., 4(1):265-296, 2013. [doi]
@article{PagliaraniPR13,
title = {Adjoint Expansions in Local Lévy Models},
author = {Stefano Pagliarani and Andrea Pascucci and Candia Riga},
year = {2013},
doi = {10.1137/110858732},
url = {http://dx.doi.org/10.1137/110858732},
researchr = {https://researchr.org/publication/PagliaraniPR13},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {4},
number = {1},
pages = {265-296},
}