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"A Jump-Diffusion Model for Option Pricing."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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S. G. Kou (2002)

Trier

Dagstuhl

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DOI: 10.1287/MNSC.48.8.1086.166

access: closed

type: Journal Article

metadata version: 2020-06-30

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S. G. Kou:
A Jump-Diffusion Model for Option Pricing. Manag. Sci. 48(8): 1086-1101 (2002)

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last updated on 2020-06-30 11:41 CEST by the dblp team

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