Thorsten Rheinländer, Michael Schmutz. Quasi-Self-Dual Exponential Lévy Processes. SIAM J. Financial Math., 5(1):656-684, 2014. [doi]
@article{RheinlanderS14,
title = {Quasi-Self-Dual Exponential Lévy Processes},
author = {Thorsten Rheinländer and Michael Schmutz},
year = {2014},
doi = {10.1137/110859555},
url = {http://dx.doi.org/10.1137/110859555},
researchr = {https://researchr.org/publication/RheinlanderS14},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {5},
number = {1},
pages = {656-684},
}