MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN...

International Journal of Theoretical and Applied Finance 2012 / 05 Vol. 15; Iss. 3

MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS

CENTANNI, SILVIA, MINOZZO, MARCO
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Volume:
15
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024912500185
Date:
May, 2012
File:
PDF, 467 KB
english, 2012
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