American and European options in multi-factor jump-diffusion models, near expiry

✍ Scribed by Sergei Levendorskiǐ

• Publisher: Springer-Verlag
• Year: 2008
• Tongue: English
• Weight: 404 KB
• Volume: 12
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s00780-008-0070-z