✦ LIBER ✦
A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework
✍ Scribed by Guohe Deng; Lihong Huang
- Book ID
- 107347203
- Publisher
- Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- Year
- 2010
- Tongue
- English
- Weight
- 231 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1009-6124
No coin nor oath required. For personal study only.