Pricing path-dependent options with jump risk via Laplace transforms
Year of publication: |
2005
|
---|---|
Authors: | Kou, Steven ; Petrella, Giovanni ; Wang, Hui |
Published in: |
The Kyoto economic review. - Kyoto : [Verlag nicht ermittelbar], ISSN 1349-6786, ZDB-ID 2179174-0. - Vol. 74.2005, 1, p. 1-23
|
Subject: | Devisenoption | Currency option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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