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Options Pricing for Several Maturities in a Jump Diffusion Model. / Gormin, Anatoly; Kashtanov, Yuri.

Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Nature, 2012. p. 385-398.

Research output: Chapter in Book/Report/Conference proceeding › Article in an anthology › Research

Harvard

Gormin, A & Kashtanov, Y 2012, Options Pricing for Several Maturities in a Jump Diffusion Model. in Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Nature, pp. 385-398. <http://link.springer.com/book/10.1007/978-3-642-27440-4/page/1>

APA

Gormin, A., & Kashtanov, Y. (2012). Options Pricing for Several Maturities in a Jump Diffusion Model. In Monte Carlo and Quasi-Monte Carlo Methods 2010 (pp. 385-398). Springer Nature. http://link.springer.com/book/10.1007/978-3-642-27440-4/page/1

Vancouver

Gormin A, Kashtanov Y. Options Pricing for Several Maturities in a Jump Diffusion Model. In Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Nature. 2012. p. 385-398

Author

Gormin, Anatoly ; Kashtanov, Yuri. / Options Pricing for Several Maturities in a Jump Diffusion Model. Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Nature, 2012. pp. 385-398

BibTeX

@inbook{f623c79971134be3900217ae1b7c1c99,
title = "Options Pricing for Several Maturities in a Jump Diffusion Model",
author = "Anatoly Gormin and Yuri Kashtanov",
year = "2012",
language = "не определен",
pages = "385--398",
booktitle = "Monte Carlo and Quasi-Monte Carlo Methods 2010",
publisher = "Springer Nature",
address = "Германия",

}

RIS

TY - CHAP

T1 - Options Pricing for Several Maturities in a Jump Diffusion Model

AU - Gormin, Anatoly

AU - Kashtanov, Yuri

PY - 2012

Y1 - 2012

M3 - статья в сборнике

SP - 385

EP - 398

BT - Monte Carlo and Quasi-Monte Carlo Methods 2010

PB - Springer Nature

ER -

ID: 4599646