✦ LIBER ✦
Computing American option prices in the lognormal jump–diffusion framework with a Markov chain
✍ Scribed by Jean-Guy Simonato
- Book ID
- 116494892
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 183 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1544-6123
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