Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion
Wong, Hoi Ying, Lau, Ka YungVolume:
15
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2008.707211
Date:
January, 2008
File:
PDF, 362 KB
english, 2008