Exchange options under jump-diffusion dynamics
Year of publication: |
2011
|
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Authors: | Cheang, Gerald H. L. ; Chiarella, Carl |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 3/4, p. 245-276
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Theorie | Theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Correction enth. in: Vol. 22.2015, 1/2, S. 99-103 |
Source: | ECONIS - Online Catalogue of the ZBW |
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