BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS
BRETON, JEAN-CHRISTOPHE, PRIVAULT, NICOLASVolume:
11
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024908004944
Date:
September, 2008
File:
PDF, 203 KB
english, 2008