Options Pricing for Several Maturities in a Jump Diffusion Model

Anatoly Gormin, Yuri Kashtanov

Research output: Chapter in Book/Report/Conference proceedingArticle in an anthologyResearch

Original languageUndefined
Title of host publicationMonte Carlo and Quasi-Monte Carlo Methods 2010
PublisherSpringer Nature
Pages385-398
StatePublished - 2012
Externally publishedYes

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