Convergence of Jump-Diffusion Modelsto the Black–Scholes...

Stochastic Analysis and Applications 2003 / 01 Vol. 21; Iss. 1

Convergence of Jump-Diffusion Modelsto the Black–Scholes Model

Hong, Dowon, Wee, In-Suk
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Volume:
21
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1081/SAP-120017536
Date:
January, 2003
File:
PDF, 349 KB
english, 2003
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