A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework

Verfasser / Beitragende:
[Guohe Deng, Lihong Huang]
Ort, Verlag, Jahr:
2010
Enthalten in:
Journal of Systems Science and Complexity, 23/4(2010-08-01), 769-783
Format:
Artikel (online)
ID: 445137207