Pricing participating products under a generalized jump-diffusion model
From MaRDI portal
Publication:936992
DOI10.1155/2008/474623zbMath1141.91386OpenAlexW2156597096WikidataQ58645922 ScholiaQ58645922MaRDI QIDQ936992
Hailiang Yang, John W. Lau, Tak Kuen Siu
Publication date: 20 August 2008
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/54378
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