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"A Poisson-Gaussian model to price European options on the extremum of ..."

Guohe Deng, Lihong Huang (2010)

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DOI: 10.1007/S11424-010-7205-Y

access: closed

type: Journal Article

metadata version: 2020-06-08

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Guohe Deng, Lihong Huang:
A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework. J. Syst. Sci. Complex. 23(4): 769-783 (2010)

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