Option Pricing for Pure Jump Processes with Markov Switching Compensators
| Year of publication: |
2006
|
|---|---|
| Authors: | Elliott, Robert J. ; Osakwe, Carlton-James U. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 2, p. 250-275
|