Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps
Year of publication: |
2018
|
---|---|
Authors: | Deelstra, Griselda ; Kozpınar, Sinem ; Simon, Matthieu |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 34.2018, 6 (03.09.), p. 782-802
|
Publisher: |
Wiley |
Saved in:
Online Resource
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