Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps
| Year of publication: |
2018
|
|---|---|
| Authors: | Deelstra, Griselda ; Kozpınar, Sinem ; Simon, Matthieu |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 34.2018, 6 (03.09.), p. 782-802
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2385 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272405