A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework
Guohe Deng, Lihong HuangVolume:
23
Language:
english
Pages:
15
DOI:
10.1007/s11424-010-7205-y
Date:
August, 2010
File:
PDF, 231 KB
english, 2010