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~isPartOf:"International review of financial analysis"
~isPartOf:"Review of derivatives research"
~person:"Andreasen, Jesper Fredborg"
~subject:"Black-Scholes-Modell"
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Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
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