Pricing Asian options under a hyper-exponential jump diffusion model
Ning Cai; Steven Kou
| Year of publication: |
2012
|
|---|---|
| Authors: | Cai, Ning ; Kou, Steven |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 60.2012, 1, p. 64-77
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009532669