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"A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model."

Zongwu Zhu, Floyd B. Hanson (2005)

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DOI: 10.1109/CDC.2005.1582991

access: closed

type: Conference or Workshop Paper

metadata version: 2022-02-01

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Zongwu Zhu, Floyd B. Hanson:
A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model. CDC/ECC 2005: 5221-5226

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