A Stroock formula for a certain class of Lévy processes and applications to finance.
Eddahbi, M. ; Solé, J.L. ; Vives, J.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2005 (2005), p. 211-235 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1155/JAMSA.2005.211
EUDML-ID : urn:eudml:doc:52727 
@article{05050246,
     title = {A Stroock formula for a certain class of L\'evy processes and applications to finance.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2005},
     year = {2005},
     pages = {211-235},
     doi = {10.1155/JAMSA.2005.211},
     zbl = {1097.60030},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05050246}
}

Eddahbi, M.; Solé, J.L.; Vives, J. A Stroock formula for a certain class of Lévy processes and applications to finance.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2005 (2005) pp. 211-235. doi : 10.1155/JAMSA.2005.211. http://gdmltest.u-ga.fr/item/05050246/