Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
| Year of publication: |
2000
|
|---|---|
| Authors: | Andersen, Leif ; Andreasen, Jesper |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 4.2000, 3, p. 231-262
|