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Ekaterina Voltchkova
Publication Activity (10 Years)
Years Active: 2005-2005
Publications (10 Years): 0
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Publications
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Rama Cont
,
Ekaterina Voltchkova
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models.
SIAM J. Numer. Anal.
43 (4) (2005)
Rama Cont
,
Ekaterina Voltchkova
Integro-differential equations for option prices in exponential Lévy models.
Finance Stochastics
9 (3) (2005)