2-J-8 Option Pricing with Jump-Diffusion Models Where Jumps Are Driven by an Interrupted Poisson Process
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概要
- 論文の詳細を見る
- 2011-09-13
著者
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Miao Daniel
Graduate Institute Of Finances National Taiwan University Of Science And Technology
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Miao Daniel
Graduate Institute Of Finance National Taiwan University Of Science And Technology
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Yu Steve
Graduate Institute Of Finances National Taiwan University Of Science And Technology
関連論文
- 2-J-8 Option Pricing with Jump-Diffusion Models Where Jumps Are Driven by an Interrupted Poisson Process
- 2-J-3 Using Forward Monte Carlo Simulation for American Options Pricing without Backward Induction