Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach

Jimmy E. Hilliard and Adam Schwartz

Year of publication:	2005
Authors:	Hilliard, Jimmy E. ; Schwartz, Adam
Published in:	Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 40.2005, 3, p. 671-692
Subject:	Derivat \| Derivative \| CAPM \| Theorie \| Theory \| Realoptionsansatz \| Real options analysis \| Statistische Verteilung \| Statistical distribution

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