Pricing path-dependent options with jump risk via Laplace transforms
Steven Kou, Giovanni Petrella and Hui Wang
| Year of publication: |
2005
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| Authors: | Kou, Steven ; Petrella, Giovanni ; Wang, Hui |
| Published in: |
The Kyoto economic review. - Kyoto, ISSN 1349-6786, ZDB-ID 21791740. - Vol. 74.2005, 1, p. 1-23
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009934649