Analytical pricing of vulnerable options under a...

Insurance: Mathematics and Economics 2015 / 01 Vol. 60

Analytical pricing of vulnerable options under a generalized jump–diffusion model

Fard, Farzad Alavi
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Volume:
60
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2014.10.007
Date:
January, 2015
File:
PDF, 514 KB
english, 2015
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