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Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
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The valuation of callable financial commodities with two stopping boundaries
Sawaki, Katsushige; Suzuki, Atsuo; Yagi, Kyoko - In: Recent advances in financial engineering : proceedings …, (pp. 189-200). 2009
Persistent link: https://www.econbiz.de/10003871182