@article{publication-21827, author={Farkas, Walter and Mathys, Ludovic}, doi={10.3934/fmf.2021001}, issn={2769-6715}, journal={Frontiers of Mathematical Finance}, number=1, pages={1-51}, publisher={AIMS Press}, title={Geometric step options and Lévy models: Duality, PIDEs, and semi-analytical pricing}, volume=1, year=2022, }