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Option pricing under the Merton model of the short rate

✍ Scribed by James J. Kung; Lung-Sheng Lee

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 296 KB
Volume: 80
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2009.07.006

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