A note on convergence of option prices and their Greeks for Lévy models

dc.date.accessioned	2023-03-01T10:22:39Z
dc.date.available	2023-03-01T10:22:39Z
dc.date.created	2012-03-08T12:46:50Z
dc.date.issued	2010
dc.identifier.uri	http://hdl.handle.net/123456789/3435
dc.language	EN
dc.relation.ispartof	Prepint Series - Pure Mathematics
dc.relation.ispartofseries	Prepint Series - Pure Mathematics
dc.title	A note on convergence of option prices and their Greeks for Lévy models
dc.type	Report
cristin.unitcode	185,15,13,0
cristin.unitname	Matematisk institutt
cristin.ispublished	true
cristin.fulltext	preprint
dc.creator.author	Benth, Fred Espen
dc.creator.author	Di Nunno, Giulia
dc.creator.author	Khedher, Asma
dc.identifier.cristin	914139
dc.identifier.pagecount	25
dc.type.document	Rapport