Numerical pricing of American options under infinite activity Lévy processes
| Year of publication: |
2011
|
|---|---|
| Authors: | Rambeerich, Nisha ; Tangman, Desire Yannick ; Bhuruth, Muddun |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 9, p. 809-830
|