Smart expansion and fast calibration for jump diffusions
| Year of publication: |
2009
|
|---|---|
| Authors: | Benhamou, E. ; Gobet, E. ; Miri, M. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 13.2009, 4, p. 563-590
|