Option pricing under a gamma-modulated diffusion process (Q645515): Difference between revisions

@@ Property / DOI @@
-.1007/s10436-011-0176-8
@@ Property / DOI: 10.1007/s10436-011-0176-8 / rank @@
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-Pilar L. Iglesias
@@ Property / author: Pilar L. Iglesias / rank @@
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@@ Property / author @@
-Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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@@ Property / author @@
+Pilar L. Iglesias
@@ Property / author: Pilar L. Iglesias / rank @@
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@@ Property / author @@
+Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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+W2069453621
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+The Pricing of Options and Corporate Liabilities
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+Pricing contingent claims on stocks driven by Lévy processes
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+Financial Modelling with Jump Processes
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@@ Property / DOI @@
+.1007/S10436-011-0176-8
@@ Property / DOI: 10.1007/S10436-011-0176-8 / rank @@
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+Publication:645515