Multivariate European option pricing in a Markov-modulated Levy framework Journal Articles uri icon

Overview

Published in

  • Journal of Computational and Applied Mathematics

Time

Date/time value

  • 2017

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.cam.2016.11.040

Additional Document Info

Parent Title

  • JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Volume

  • 317

Publisher

  • Elsevier Science