American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach
| Year of publication: |
2009
|
|---|---|
| Authors: | Chiarella, Carl ; Ziogas, Andrew |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 1, p. 37-80
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