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Review of derivatives research
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Calibration and hedging under jump diffusion
He, C.
;
Kennedy, J.S.
;
Coleman, T.F.
;
Forsyth, P.A.
;
Li, Y.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10007600251
Saved in:
2
Calibration and hedging under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
Saved in:
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