Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
Year of publication: |
1978
|
---|---|
Authors: | Brennan, Michael J. ; Schwartz, Eduardo S. |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 13.1978, 03, p. 461-474
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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