Open access
1,568
Views
2
CrossRef citations to date
0
Altmetric
Reviews
Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting
Catherine DavelooseDepartment of Applied Mathematics, Computer Science and Statistics, Ghent University, Gent, Belgium; View further author information
, Asma KhedherKorteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The NetherlandsCorrespondence[email protected]
View further author information
& View further author information
Michèle VanmaeleDepartment of Applied Mathematics, Computer Science and Statistics, Ghent University, Gent, Belgium; View further author information
Pages 281-319
|
Received 02 Nov 2016, Accepted 06 Dec 2018, Published online: 19 Mar 2019
Reprints and Permissions
This is an open access article distributed under the terms of the Creative Commons CC BY license, which permits unrestricted use, distribution, reproduction in any medium, provided the original work is properly cited.
You are not required to obtain permission to reuse this article in part or whole.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.