Multivariate European option pricing in a Markov-modulated Lévy framework

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Publication:507979

DOI10.1016/j.cam.2016.11.040zbMath1386.91139OpenAlexW2559925996MaRDI QIDQ507979

Griselda Deelstra, Matthieu Simon

Publication date: 9 February 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.11.040




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