Option pricing model based on a Markov-modulated diffusion...

Option pricing model based on a Markov-modulated diffusion with jumps

Ratanov, Nikita
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
24
Language:
english
Journal:
Brazilian Journal of Probability and Statistics
DOI:
10.1214/09-BJPS037
Date:
July, 2010
File:
PDF, 197 KB
english, 2010
Conversion to is in progress
Conversion to is failed