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https://doi.org/https://doi.org/10.1007/s00780-025-00556-6
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@article{svetlana2025,
title = {{Efficient evaluation of expectations of functions of a Lévy process and its extremum}},
author = {Svetlana Boyarchenko & Sergei Levendorskiı̌},
journal = {Finance and Stochastics},
year = {2025},
doi = {https://doi.org/https://doi.org/10.1007/s00780-025-00556-6},
}TY - JOUR
TI - Efficient evaluation of expectations of functions of a Lévy process and its extremum
AU - Boyarchenko, Svetlana
AU - Levendorskiı̌, Sergei
JO - Finance and Stochastics
PY - 2025
ER -
Svetlana Boyarchenko & Sergei Levendorskiı̌ (2025). Efficient evaluation of expectations of functions of a Lévy process and its extremum. *Finance and Stochastics*. https://doi.org/https://doi.org/10.1007/s00780-025-00556-6
Svetlana Boyarchenko & Sergei Levendorskiı̌. "Efficient evaluation of expectations of functions of a Lévy process and its extremum." *Finance and Stochastics* (2025). https://doi.org/https://doi.org/10.1007/s00780-025-00556-6.
Efficient evaluation of expectations of functions of a Lévy process and its extremum
Svetlana Boyarchenko & Sergei Levendorskiı̌ · Finance and Stochastics · 2025
https://doi.org/https://doi.org/10.1007/s00780-025-00556-6
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