Spread and basket option pricing in a Markov-modulated Levy framework with synchronous jumps Journal Articles uri icon

Overview

Published in

  • Applied Stochastic Models in Business and Industry

Time

Date/time value

  • 2018

Identity

Digital Object Identifier (DOI)

  • 10.1002/asmb.2385

Additional Document Info

Parent Title

  • 17th International Conference on Applied Stochastic Models and Data Analysis (ASMDA)
  • APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY

Volume

  • 34

Issue

  • 6

Publisher

  • John Wiley & Sons