Pricing basket and Asian options under the jump‐diffusion process
| Year of publication: |
2011
|
|---|---|
| Authors: | Bae, Kwangil ; Kang, Jangkoo ; Kim, Hwa‐Sung |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 9, p. 830-855
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