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Pricing American currency options in an exponential Lévy model
Chesney, Marc; Jeanblanc, M. - In: Applied mathematical finance 11 (2004) 3, pp. 207-226
Persistent link: https://www.econbiz.de/10008223288
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The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing
Chesney, Marc; Taschini, Luca - In: Applied mathematical finance 19 (2012) 5, pp. 447-476
Persistent link: https://www.econbiz.de/10010022890
Cover Image
Pricing American currency options in an exponential Lévy model
Chesney, Marc; Jeanblanc, Monique - In: Applied mathematical finance 11 (2004) 3, pp. 207-225
Persistent link: https://www.econbiz.de/10002243475
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The endogenous price dynamics of emission allowances and an application to CO2 option pricing
Chesney, Marc; Taschini, Luca - In: Applied mathematical finance 19 (2012) 5/6, pp. 447-475
Persistent link: https://www.econbiz.de/10009710937