"Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free ..."

Kisoeb Park, Moonseong Kim, Seki Kim (2008)

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DOI: 10.1007/978-3-540-69848-7_70

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Kisoeb Park, Moonseong Kim, Seki Kim:
Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. ICCSA (2) 2008: 887-895

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