Basket Options Valuation for a Local Volatility...

  • Main
  • 2009
  • Basket Options Valuation for a Local Volatility...

Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method

Xu, Guoping, Zheng, Harry
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?
Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1578287
File:
PDF, 135 KB
english, 2009
Conversion to is in progress
Conversion to is failed