%0 Journal Article %1 journals/fs/ContV05 %A Cont, Rama %A Voltchkova, Ekaterina %D 2005 %J Finance and Stochastics %K dblp %N 3 %P 299-325 %T Integro-differential equations for option prices in exponential Lévy models. %U http://dblp.uni-trier.de/db/journals/fs/fs9.html#ContV05 %V 9

@article{journals/fs/ContV05, added-at = {2013-10-24T00:00:00.000+0200}, author = {Cont, Rama and Voltchkova, Ekaterina}, biburl = {https://www.bibsonomy.org/bibtex/233e0dbab4dc819b3a16a44f10a190554/dblp}, ee = {http://dx.doi.org/10.1007/s00780-005-0153-z}, interhash = {9c9ca18913ef8878bb63ee288f568d79}, intrahash = {33e0dbab4dc819b3a16a44f10a190554}, journal = {Finance and Stochastics}, keywords = {dblp}, number = 3, pages = {299-325}, timestamp = {2013-10-25T11:34:07.000+0200}, title = {Integro-differential equations for option prices in exponential Lévy models.}, url = {http://dblp.uni-trier.de/db/journals/fs/fs9.html#ContV05}, volume = 9, year = 2005 }