Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations

✍ Scribed by Hepperger, Peter

• Book ID: 118203647
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2010
• Tongue: English
• Weight: 990 KB
• Volume: 1
• Category: Article
• ISSN: 1945-497X
• DOI: 10.1137/09077271x