Exchange option in a two-state Poisson CAPM

Journal of the Korean Statistical Society 2013 / 12 Vol. 42; Iss. 4

Exchange option in a two-state Poisson CAPM

Kim, Geonwoo, Kim, Hyungsu, Lee, Sungchul
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Volume:
42
Language:
english
Journal:
Journal of the Korean Statistical Society
DOI:
10.1016/j.jkss.2013.03.001
Date:
December, 2013
File:
PDF, 361 KB
english, 2013
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