THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES (Q3566768): Difference between revisions
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Revision as of 18:30, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES |
scientific article |
Statements
THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES (English)
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10 June 2010
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Russian option
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jump diffusion process
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