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The journal of derivatives : the official publication of the International Association of Financial Engineers
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On pricing derivatives in the presence of auxiliary state variables
Lin, Junze
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10003400049
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2
On Pricing Derivatives in the Presence of Auxiliary State Variables
Lin, Junze
;
Ritchken, Peter
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10007392607
Saved in:
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