Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis

✍ Scribed by Michael J. Brennan and Eduardo S. Schwartz

• Book ID: 115447422
• Publisher: School of Business Administration, University of Washington
• Year: 1978
• Tongue: English
• Weight: 702 KB
• Volume: 13
• Category: Article
• ISSN: 0022-1090
• DOI: 10.2307/2330152