Geodesic
On continuity properties for option prices in exponential L\'evy models
Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 4, pp. 645-670

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@article{TVP_2009_54_4_a1,
     author = {S. Cawston and L. Yu. Vostrikova},
     title = {On continuity properties for option prices in exponential {L\'evy} models},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {645--670},
     publisher = {mathdoc},
     volume = {54},
     number = {4},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2009_54_4_a1/}
}
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S. Cawston; L. Yu. Vostrikova. On continuity properties for option prices in exponential L\'evy models. Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 4, pp. 645-670. http://geodesic.mathdoc.fr/item/TVP_2009_54_4_a1/