American and Exotic Option Pricing with Jump Diffusions and Other Lévy Processes
Year of publication: |
2017
|
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Authors: | Kirkby, Justin |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: J. Computational Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2017 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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