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"Pricing approximations and error estimates for local Lévy-type ..."

Matthew Lorig, Stefano Pagliarani, Andrea Pascucci (2015)

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DOI: 10.1016/J.CAMWA.2015.03.013

access: open

type: Journal Article

metadata version: 2021-02-11

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  - journals/cma/LorigPP15
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  - https://dblp.org/rec/journals/cma/LorigPP15
Matthew Lorig, Stefano Pagliarani, Andrea Pascucci:
Pricing approximations and error estimates for local Lévy-type models with default. Comput. Math. Appl. 69(10): 1189-1219 (2015)

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