Efficient Discrete Time Jump Process Models in Option Pricing
Year of publication: |
1988
|
---|---|
Authors: | Omberg, Edward |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 23.1988, 02, p. 161-174
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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