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Simulation of jump diffusions and the pricing of options - MaRDI portal

Simulation of jump diffusions and the pricing of options (Q2518535)

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Simulation of jump diffusions and the pricing of options
scientific article

    Statements

    title
    Simulation of jump diffusions and the pricing of options (English)
    0 references
    author
    Joe DiCesare
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    Donald L. McLeish
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    publication date
    16 January 2009
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    Identifiers

    zbMATH DE Number
    5493024
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    OpenAlex ID
    W1966980097
    0 references
     
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