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Annals of financial economics
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Pricing multi-asset American option with stochastic correlation coefficient under
variance
gamma
asset price dynamic
Mehrdoust, Farshied
;
Samimi, Oldouz
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012643021
Saved in:
2
Market risk of investment in us subprime crisis : comparison of a pure diffusion and a pure jump model
Mozumder, Sharif
;
Rahman, Arafatur
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011685729
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