Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
| Year of publication: |
1978
|
|---|---|
| Authors: | Brennan, Michael J. ; Schwartz, Eduardo S. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 13.1978, 03, p. 461-474
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |