An extension of the three-jump process model for contingent claim valuation
He Youn Cho ; Ki Wook Lee
Year of publication: |
1995
|
---|---|
Authors: | Cho, He Youn |
Other Persons: | Lee, Ki Wook (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 3.1995, 1, p. 102-108
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Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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