corcuera.nualart.ea:05:moment¶
BibTeX Entry:
@incollection{corcuera.nualart.ea:05:moment,
author = {Corcuera, Jos\'{e} Manuel and Nualart, David and Schoutens, Wim},
booktitle = {Exotic option pricing and advanced {L}\'{e}vy models},
mrclass = {60H30 (60G51 60H10 91B28)},
mrnumber = {2343213},
pages = {169--193},
publisher = {Wiley, Chichester},
title = {Moment derivatives and {L}\'{e}vy-type market completion},
year = {2005}
}