✦ LIBER ✦

A forward started jump-diffusion model and pricing of cliquet style exotics

✍ Scribed by Gabriel G. Drimus

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing Stock Options in a Jump-Diffusio

✍ Louis O. Scott 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 108 KB

Pricing European option in a double expo

✍ Guohe Deng 📂 Article 📅 2007 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 322 KB