Pricing discrete path-dependent options under a double exponential jump–diffusion model
| Year of publication: |
2013
|
|---|---|
| Authors: | Fuh, Cheng-Der ; Luo, Sheng-Feng ; Yen, Ju-Fang |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 8, p. 2702-2713
|