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Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
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Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009934649
Saved in:
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